"Approximate value adjustments for European claims."

Fabio Antonelli, Alessandro Ramponi, Sergio Scarlatti (2022)

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DOI: 10.1016/J.EJOR.2021.10.029

access: closed

type: Journal Article

metadata version: 2022-06-23

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Fabio Antonelli, Alessandro Ramponi, Sergio Scarlatti:
Approximate value adjustments for European claims. Eur. J. Oper. Res. 300(3): 1149-1161 (2022)

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