Modelling and Computing the Total Value Adjustment for European Derivatives in a Multi-Currency Setting

  1. Arregui, I.
  2. Simonella, R.
  3. Vázquez, C.
Book Series:
Mathematics in Industry

ISSN: 2198-3283,  1612-3956

Year of publication: 2022

Volume: 39

Pages: 313-319

Type: Book chapter

DOI: 10.1007/978-3-031-11818-0_41 GOOGLE SCHOLAR

Sustainable development goals

Data source: Scopus