"Estimating the Counterparty Risk Exposure by Using the Brownian Motion ..."

Michele Bonollo et al. (2017)

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DOI: 10.1515/AMCS-2017-0030

access: open

type: Journal Article

metadata version: 2021-10-26

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Michele Bonollo, Luca Di Persio, Luca Mammi, Immacolata Oliva:
Estimating the Counterparty Risk Exposure by Using the Brownian Motion Local Time. Int. J. Appl. Math. Comput. Sci. 27(2): 435 (2017)

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