"Corrigendum to "Total value adjustment for a stochastic volatility model. ..."

Beatriz Salvador, Cornelis W. Oosterlee (2021)

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DOI: 10.1016/J.AMC.2021.125999

access: closed

type: Journal Article

metadata version: 2021-05-26

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Beatriz Salvador, Cornelis W. Oosterlee:
Corrigendum to "Total value adjustment for a stochastic volatility model. A comparison with the Black-Scholes model". Appl. Math. Comput. 406: 125999 (2021)

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