Dual quantization for random walks with application to credit derivatives
Year of publication: |
2012
|
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Authors: | Pagès, Gilles ; Wilbertz, Benedikt |
Published in: |
The journal of computational finance. - London : Infopro Digital Risk, ISSN 1460-1559, ZDB-ID 1433009-X. - Vol. 16.2012/13, 2, p. 33-60
|
Subject: | Random Walk | Random walk | Derivat | Derivative | Theorie | Theory | Kreditrisiko | Credit risk |
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