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~isPartOf:"International journal of theoretical and applied finance"
~person:"Alòs, Elisa"
~subject:"Option trading"
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Option trading
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Alòs, Elisa
Levendorskij, Sergej Z.
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International journal of theoretical and applied finance
Barcelona GSE working paper series : working paper
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Working papers / Universitat Pompeu Fabra, Department of Economics and Business
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CVA and vulnerable
options
in Stochastic volatility models
Alòs, Elisa
;
Antonelli, Fabio
;
Ramponi, A.
;
Scarlatti, S.
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012650293
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