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Filtering by: Award Provost's MQP Award Creator Bonner, Catherine Jean Major Actuarial Mathematics

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

Creator:: Bonner, Catherine Jean and Campanelli, Jeremiah
Advisor:: Sturm, Stephan and Wang, Gu
Publisher:: Worcester Polytechnic Institute
Date Created:: 2016-03-25
Resource Type:: Major Qualifying Project
Award:: Provost's MQP Award