A Multi-Level Monte-Carlo with FEM for XVA in European Options
- Colonna, G.
- Ferreiro-Ferreiro, A.M.
- Vázquez, C.
ISSN: 2198-3283, 1612-3956
Year of publication: 2022
Volume: 39
Pages: 321-327
Type: Book chapter
Book Series:
Mathematics in Industry
