Index Catalog // Hyrax

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Filtragem por: Advisor Sturm, Stephan Tipo de recurso Thesis

Numerical Methods for European Option Pricing with BSDEs

Arbitrage-Free Pricing of XVA for American Options in Discrete Time

Implied Volatility and Extracted Risk Neutral Density of VIX Options during the Crisis...

A discrete model for the default risk of inter-banking networks