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A weak MLMC scheme for Lévy-copula-driven SDEs with applications to the pricing of credit, equity and interest rate derivatives

Fuente: arXiv

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Détails bibliographiques
Auteurs principaux:	Mijatović, Aleksandar, Palfray, Romain
Format:	Preprint
Publié:	2022
Sujets:	Computational Finance Probability 60G51
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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