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"PDE models and numerical methods for total value adjustment in European ..."
Iñigo Arregui, Beatriz Salvador, Carlos Vázquez (2017)
- Iñigo Arregui
, Beatriz Salvador
, Carlos Vázquez
:
PDE models and numerical methods for total value adjustment in European and American options with counterparty risk. Appl. Math. Comput. 308: 31-53 (2017)
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