Feynman-Kac for functional jump diffusions with an application to credit value adjustment (Q894585)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Feynman-Kac for functional jump diffusions with an application to credit value adjustment |
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Feynman-Kac for functional jump diffusions with an application to credit value adjustment (English)
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1 December 2015
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functional Feynman-Kac theorem
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functional jump diffusions
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functional Itō formula
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credit value adjustment
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path-dependent derivatives
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