Total value adjustment for European options in a multi-currency setting (Q2246492)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Total value adjustment for European options in a multi-currency setting |
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Total value adjustment for European options in a multi-currency setting (English)
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16 November 2021
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European options
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multi-currency
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counterparty risk
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total value adjustment
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Monte Carlo method
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