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Numerical Methods in Finance
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Journal of risk
European journal of operational research : EJOR
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Energy economics
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A dynamic program under Lévy processes for valuing corporate securities
Ben-Ameur, Hatem
;
Chérif, Rim
;
Rémillard, Bruno N.
- In:
Journal of risk
25
(
2023
)
4
,
pp. 61-81
Persistent link: https://www.econbiz.de/10014314624
Saved in:
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Counterparty risk : credit valuation adjustment variability and value-at-risk
Breton, Michèle
;
Marzouk, Oussama
- In:
Journal of risk
21
(
2018/2019
)
5
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012059879
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