✦ LIBER ✦
A Benchmark Approach of Counterparty Credit Exposure of Bermudan Option under Lévy Process: The Monte Carlo-COS Method
✍ Scribed by Shen, Yanbin; Weide, J.A.M. Van Der; Anderluh, J.H.M.
- Book ID
- 122823086
- Publisher
- Elsevier
- Year
- 2013
- Tongue
- English
- Weight
- 166 KB
- Volume
- 18
- Category
- Article
- ISSN
- 1877-0509
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