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~language:"eng"
~language:"fra"
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~person:"Joshi, Mark S."
~subject:"Least squares method"
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Joshi, Mark S.
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International journal of theoretical and applied finance
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Least Squares Monte Carlo Credit Value Adjustment with Small and Unidirectional Bias
Joshi, Mark S.
-
2016
simulation
. For products that cannot be valued analytically at each
simulation
step, the standard market practice is to use the …
Persistent link: https://www.econbiz.de/10013001225
Saved in:
2
Least squares Monte Carlo credit value adjustment with small and unidirectional bias
Joshi, Mark S.
;
Kwon, Oh Kang
- In:
International journal of theoretical and applied finance
19
(
2016
)
8
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011686744
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