Arbitrage-Free Pricing of XVA - Part II: PDE Representation and Numerical Analysis (Q6259274)
From MaRDI portal
scientific article; zbMATH DE number 900240302
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Arbitrage-Free Pricing of XVA - Part II: PDE Representation and Numerical Analysis |
scientific article; zbMATH DE number 900240302 |
Statements
21 February 2015
0 references
q-fin.PR
0 references
math.PR
0 references
