Author:
Feng Qian,Oosterlee Cornelis W.
Reference33 articles.
1. Simple and Efficient Simulation of the Heston Stochastic Volatility Model;L B G Andersen;Journal of Computational Finance,2008
2. The Pricing of Options and Corporate Liabilities;F Black;Journal of Political Economy,1973
3. Counterparty Risk FAQ: Credit VaR, PFE, CVA, DVA, Closeout, Netting, Collateral, Re-Hypothecation, WWR, Basel, Funding, CCDS and Margin Lending
Cited by
2 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献