Modelling and Computing the Total Value Adjustment for European Derivatives in a Multi-Currency Setting

Autor:	Arregui, Iñigo, Simonella, Roberta, Vázquez, Carlos
Rok vydání:	2022
Zdroj:	Mathematics in Industry ISBN: 9783031118173 Mathematics in Industry Mathematics in Industry-Progress in Industrial Mathematics at ECMI 2021 Progress in Industrial Mathematics at ECMI 2021
ISSN:	1612-3956 2198-3283
DOI:	10.1007/978-3-031-11818-0_41
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_dedup___::403f298c4caa94fc7e8f7043735ee178 https://doi.org/10.1007/978-3-031-11818-0_41 Zobrazit plný text záznamu