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Quantitative finance
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Impact of multiple curve dynamics in credit valuation adjustments under collateralization
Bormetti, Giacomo
;
Brigo, Damiano
;
Francischello, Marco
; …
- In:
Quantitative finance
18
(
2018
)
1
,
pp. 31-44
Persistent link: https://www.econbiz.de/10011905822
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Pricing commodity index options
Manzano-Herrero, Alberto Pedro
;
Nastasi, Emanuele
; …
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 297-308
Persistent link: https://www.econbiz.de/10014232638
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3
Quantization goes polynomial
Callegaro, Giorgia
;
Fiorin, Lucio
;
Pallavicini, Andrea
- In:
Quantitative finance
21
(
2021
)
3
,
pp. 361-376
Persistent link: https://www.econbiz.de/10012483828
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