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1. Arbitrage-Free Pricing of XVA for Options in Discrete Time

Schöpfer:: Bonner, Catherine Jean and Campanelli, Jeremiah
Advisor:: Sturm, Stephan and Wang, Gu
Herausgeber:: Worcester Polytechnic Institute
Datum erstellt:: 2016-03-25
Resource Type:: Major Qualifying Project
Award:: Provost's MQP Award