Potential future exposure calculations of multi-asset exotic products using the stochastic mesh method
| Year of publication: |
2010
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|---|---|
| Authors: | Ng, Leslie ; Peterson, Dave ; Eulogio Rodriguez, Andres |
| Published in: |
The journal of computational finance. - London : Incisive Media, ISSN 1460-1559, ZDB-ID 1433009x. - Vol. 14.2010, 2, p. 119-119
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