Total value adjustment for European options in a multi-currency setting

  1. Arregui, I.
  2. Simonella, R.
  3. Vázquez, C.
Journal:
Applied Mathematics and Computation

ISSN: 0096-3003

Year of publication: 2022

Volume: 413

Type: Article

DOI: 10.1016/J.AMC.2021.126647 GOOGLE SCHOLAR lock_openOpen access editor

Sustainable development goals

Data source: Scopus