Credit value adjustment for multi-asset options

Y Shen

Research output: ThesisDissertation (TU Delft)

Original languageEnglish
QualificationDoctor of Philosophy
Awarding Institution
  • Delft University of Technology
Supervisors/Advisors
  • Oosterlee, C.W., Supervisor
  • van der Weide, Hans, Advisor
Award date4 Nov 2014
Print ISBNs978-94-6186-360-7
DOIs
Publication statusPublished - 2014

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