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Search: subject:"nonnested Monte Carlo"
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Bermudan options
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Credit Valuation Adjustment (CVA)
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Kreditrisiko
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nonnested Monte Carlo
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Feng, Qian
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Oosterlee, Cornelis Willebrordus
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International journal of theoretical and applied finance
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Computing credit valuation adjustment for Bermudan options with wrong way risk
Feng, Qian
;
Oosterlee, Cornelis Willebrordus
- In:
International journal of theoretical and applied finance
20
(
2017
)
8
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011787454
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