"A note on a PDE approach to option pricing under xVA."

Falko Baustian et al. (2021)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2021-05-14

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-2105-00051
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-2105-00051
Falko Baustian, Martin Fencl, Jan Pospisil, Vladimír Svígler:
A note on a PDE approach to option pricing under xVA. CoRR abs/2105.00051 (2021)

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