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BibTeX record journals/af/CapriottiJM17
@article{DBLP:journals/af/CapriottiJM17, author = {Luca Capriotti and Yupeng Jiang and Andrea Macrina}, title = {{AAD} and least-square Monte Carlo: Fast Bermudan-style options and {XVA} Greeks}, journal = {Algorithmic Finance}, volume = {6}, number = {1-2}, pages = {35--49}, year = {2017}, url = {https://doi.org/10.3233/AF-170201}, doi = {10.3233/AF-170201}, timestamp = {Wed, 25 Oct 2017 16:39:35 +0200}, biburl = {https://dblp.org/rec/journals/af/CapriottiJM17.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
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