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isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Derivative"
~subject:"Monte-Carlo-Simulation"
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Mathematical finance : an international journal of mathematics, statistics and financial theory
International journal of theoretical and applied finance
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Bilateral counterparty risk under funding constraints - part II : CVA
Crépey, Stéphane
- In:
Mathematical finance : an international journal of …
25
(
2015
)
1
,
pp. 23-50
Persistent link: https://www.econbiz.de/10011347256
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Bilateral counterparty risk under funding constraints - part I : pricing
Crépey, Stéphane
- In:
Mathematical finance : an international journal of …
25
(
2015
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011347260
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3
Monte Carlo evaluation of Greeks for multidimensional barrier and lookback options
Bernis, Guillaume
;
Gobet, Emmanuel
;
Kohatsu-Higa, Arturo
- In:
Mathematical finance : an international journal of …
13
(
2003
)
1
,
pp. 99-113
Persistent link: https://www.econbiz.de/10001765655
Saved in:
4
Quantiles of the Euler scheme for diffusion processes and financial applications
Talay, Denis
;
Zheng, Zivu
- In:
Mathematical finance : an international journal of …
13
(
2003
)
1
,
pp. 187-199
Persistent link: https://www.econbiz.de/10001765673
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