CVA AND VULNERABLE OPTIONS IN STOCHASTIC VOLATILITY MODELS.
| Autor: | ALÒS, E.1 (AUTHOR) elisa.alos@upf.edu, ANTONELLI, F.2 (AUTHOR) fabio.antonelli@univaq.it, RAMPONI, A.3 (AUTHOR) alessandro.ramponi@uniroma2.it, SCARLATTI, S.4 (AUTHOR) sergio.scarlatti@uniroma2.it |
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| Zdroj: | International Journal of Theoretical & Applied Finance. Mar2021, Vol. 24 Issue 2, pN.PAG-N.PAG. 34p. |
| Databáze: | Business Source Ultimate |
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