Van Der Weide, and J. Anderluh, "A Benchmark Approach of Counterparty Credit Exposure of Bermudan Option under L´evy Process: The Monte Carlo-COS Method," Procedia Computer Science, vol. 18, no. 0, pp. 1163 - 1171, 2013. 2013 International Conference on Compu- tational S...
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Van Der Weide, and J. Anderluh, "A Benchmark Approach of Counterparty Credit Exposure of Bermudan Option under L´evy Process: The Monte Carlo-COS Method," Procedia Computer Science, vol. 18, no. 0, pp. 1163 - 1171, 2013. 2013 International Conference on Compu- tational Science....
Van Der Weide, and J. Anderluh, "A Benchmark Approach of Counterparty Credit Exposure of Bermudan Option under L´evy Process: The Monte Carlo-COS Method," Procedia Computer Science, vol. 18, no. 0, pp. 1163 - 1171, 2013. 2013 International Conference on Compu- tational Science....