On the Hull-White model with volatility smile for Valuation Adjustments

Fuente: arXiv

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Bibliographic Details
Main Authors:	van der Zwaard, T., Grzelak, L. A., Oosterlee, C. W.
Format:	Preprint
Published:	2024
Subjects:	Computational Finance Mathematical Finance
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2403.14841