Mathematical analysis of a nonlinear PDE model for European options with counterparty risk (Q2418694): Difference between revisions

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+https://doi.org/10.1016/j.crma.2019.03.001
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+W2924849867
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@@ Property / cites work @@
+PDE models and numerical methods for total value adjustment in European and American options with counterparty risk
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@@ Property / cites work @@
+Total value adjustment for European options with two stochastic factors. Mathematical model, analysis and numerical simulation
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+Geometric theory of semilinear parabolic equations
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+Q128209752
@@ Property / Wikidata QID: Q128209752 / rank @@
+Normal rank