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~isPartOf:"Applied mathematical finance"
~person:"Hoencamp, J. H."
~subject:"Theorie"
~subject:"Zinsderivat"
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The impact of stochastic volatility on initial margin and MVA for interest rate derivatives
Hoencamp, J. H.
;
Kort, J. P. de
;
Kandhai, B. D.
- In:
Applied mathematical finance
29
(
2022
)
2
,
pp. 141-179
Persistent link: https://www.econbiz.de/10013554796
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