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

This is a publication. If there is no link to the publication on this page, you can try the pre-formated search via the search engines listed on this page.

Authors: Íñigo Arregui, Roberta Simonella and Carlos Vázquez

Journal title: Progress in Industrial Mathematics at ECMI 2021

Journal number: 1

Journal publisher: Sppringer

Published year: 2022

Published pages: 313-319

DOI identifier: 10.1007/978-3-031-11818-0_41

ISBN: 978-3-031-11818-0