Publications by the researcher in collaboration with D. Sevcovic (1)

2021

  1. XVA for American options with two stochastic factors:: modelling, mathematical analysis and numerical methods

    Proceedings of the XXVI Congreso de Ecuaciones Diferenciales y Aplicaciones, XVI Congreso de Matemática Aplicada: Gijón (Asturias), Spain, June 14-18, 2021