Pages that link to "Item:Q5031705"
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The following pages link to A Monte Carlo approach to American options pricing including counterparty risk (Q5031705):
Displaying 5 items.
- PDE models for American options with counterparty risk and two stochastic factors: mathematical analysis and numerical solution (Q2004615) (← links)
- Total value adjustment for European options in a multi-currency setting (Q2246492) (← links)
- Haar‐wavelet based approximation for pricing American options under linear complementarity formulations (Q6087702) (← links)
- Models and numerical methods for XVA pricing under mean reversion spreads in a multicurrency framework (Q6183818) (← links)
- Efficient parallel Monte-Carlo techniques for pricing American options including counterparty credit risk (Q6625108) (← links)
