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Cornelis W. Oosterlee

Name: dblp XML data dump
Creator: Schloss Dagstuhl - Leibniz Center for Informatics
Published: 1993
License: https://creativecommons.org/publicdomain/zero/1.0/
Keywords: dblp, XML, computer science, scholarly publications, metadata

ORCID
- 0000-0002-7322-4094
showing only ORCIDs listed below

◀ ▶ joint publications with Andrea Pascucci

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Publications

2018
[j62]
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Anastasia Borovykh, Andrea Pascucci, Cornelis W. Oosterlee:
Efficient Computation of Various Valuation Adjustments Under Local Lévy Models. SIAM J. Financial Math. 9(1): 251-273 (2018)

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