Estimating the Counterparty Risk Exposure by Using the Brownian Motion Local Time
Language: English
Page range: 435 - 447
Submitted on: Nov 30, 2016
|Accepted on: Feb 4, 2017
|Published on: Jul 8, 2017
Published by: University of Zielona Góra
In partnership with: Paradigm Publishing Services
Publication frequency: 4 issues per year
Keywords:
Related subjects:
© 2017 Michele Bonollo, Luca Di Persio, Luca Mammi, Immacolata Olivad, published by University of Zielona Góra
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.