CVA Computing by PDE Models (Q5274924): Difference between revisions
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Property / cites work: Elementary Stochastic Calculus, with Finance in View / rank | |||
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Property / cites work: An upwind approach for an American and European option pricing model / rank | |||
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Latest revision as of 03:05, 14 July 2024
scientific article; zbMATH DE number 6740748
Language | Label | Description | Also known as |
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English | CVA Computing by PDE Models |
scientific article; zbMATH DE number 6740748 |
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CVA Computing by PDE Models (English)
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7 July 2017
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CVA
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modelling
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numerical methods
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