Pages that link to "Item:Q2661015"

The following pages link to Total value adjustment for a stochastic volatility model. A comparison with the Black-Scholes model (Q2661015):

Displaying 2 items.

• Boundary-safe PINNs extension: application to non-linear parabolic PDEs in counterparty credit risk (Q6157931) (← links)
• Total value adjustment of Bermudan option valuation under pure jump Lévy fluctuations (Q6561203) (← links)