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Journal description
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Details for article 1 of 5 found articles
| Title: |
AAD and least-square Monte Carlo: Fast Bermudan-style options and XVA Greeks |
| Author: |
Capriotti, Luca Jiang, Yupeng Macrina, Andrea |
| Appeared in: |
Algorithmic finance |
| Paging: | Volume 6 (2017) nr. 1-2 pages 35-49 |
| Year: |
2017-10-21 |
| Contents: | |
| Publisher: |
IOS Press, Amsterdam |
| Source file: |
Elektronische Wetenschappelijke Tijdschriften |
Details for article 1 of 5 found articles
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