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"Efficient Computation of Various Valuation Adjustments Under Local ..."
Anastasia Borovykh, Andrea Pascucci, Cornelis W. Oosterlee (2018)
- Anastasia Borovykh, Andrea Pascucci
, Cornelis W. Oosterlee
:
Efficient Computation of Various Valuation Adjustments Under Local Lévy Models. SIAM J. Financial Math. 9(1): 251-273 (2018)
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