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Total value adjustment of Bermudan option valuation under pure jump Lévy fluctuations Journal article
Yuan, Gangnan, Ding, Deng, Duan, Jinqiao, Lu, Weiguo, Wu, Fengyan. Total value adjustment of Bermudan option valuation under pure jump Lévy fluctuations[J]. Chaos, 2022, 32(2), 023127.
Authors:  Yuan, Gangnan;  Ding, Deng;  Duan, Jinqiao;  Lu, Weiguo;  Wu, Fengyan
Favorite | TC[WOS]:5 TC[Scopus]:6  IF:2.7/2.7 | Submit date：2022/05/17