Total value adjustment of Bermudan option valuation under pure jump Lévy fluctuations

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Yuan, Gangnan, Deng, Ding, Duan, Jinqiao, Lu, Weiguo, Wu, Fengyan
Format:	Preprint
Published:	2021
Subjects:	Dynamical Systems Numerical Analysis
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Internet

https://arxiv.org/abs/2109.12795