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

Fuente: arXiv

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Detalles Bibliográficos
Autores principales:	Yuan, Gangnan, Deng, Ding, Duan, Jinqiao, Lu, Weiguo, Wu, Fengyan
Formato:	Preprint
Publicado:	2021
Materias:	Dynamical Systems Numerical Analysis
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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