CVA Computing by PDE Models (Q5274924): Difference between revisions
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| Property / cites work: Numerical methods to solve PDE models for pricing business companies in different regimes and implementation in GPUs / rank | |||
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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 |
|---|---|---|---|
| English | CVA Computing by PDE Models |
scientific article; zbMATH DE number 6740748 |
Statements
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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