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Chapter title |
Modelling and Computing the Total Value Adjustment for European Derivatives in a Multi-Currency Setting
|
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Chapter number | 41 |
Book title |
Progress in Industrial Mathematics at ECMI 2021
|
Published by |
Springer, Cham, January 2022
|
DOI | 10.1007/978-3-031-11818-0_41 |
Book ISBNs |
978-3-03-111817-3, 978-3-03-111818-0
|
Authors |
Arregui, Iñigo, Simonella, Roberta, Vázquez, Carlos |