"Efficient option pricing under Lévy processes, with CVA and FVA."

Chun Kong Shek, Jimmy Law, Sergei Levendorskii (2015)

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DOI: 10.3389/FAMS.2015.00006

access: open

type: Journal Article

metadata version: 2021-12-10

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Chun Kong Shek, Jimmy Law, Sergei Levendorskii:
Efficient option pricing under Lévy processes, with CVA and FVA. Frontiers Appl. Math. Stat. 1: 6 (2015)

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