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"Total value adjustment for European options in a multi-currency setting."

Iñigo Arregui, Roberta Simonella, Carlos Vázquez (2022)

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DOI: 10.1016/J.AMC.2021.126647

access: closed

type: Journal Article

metadata version: 2022-01-03

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Iñigo Arregui, Roberta Simonella, Carlos Vázquez:
Total value adjustment for European options in a multi-currency setting. Appl. Math. Comput. 413: 126647 (2022)

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