"Mathematical models and numerical methods for a capital valuation ..."

Davide Trevisani et al. (2025)

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DOI: 10.1016/J.AMC.2024.129105

access: open

type: Journal Article

metadata version: 2024-12-09

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Davide Trevisani, José G. López-Salas, Carlos Vázquez, José Antonio García-Rodríguez:
Mathematical models and numerical methods for a capital valuation adjustment (KVA) problem. Appl. Math. Comput. 488: 129105 (2025)

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