Total value adjustment of Bermudan option valuation under pure jump Lévy fluctuations
type: Item
instance of: scholarly article
title: Total value adjustment of Bermudan option valuation under pure jump Lévy fluctuations
zbMATH Open document ID: 1548.91128
DOI: 10.1063/5.0072500
author: Gangnan Yuan
author: Deng Ding
author: Jinqiao Duan
author: Weiguo Lu
author: Fengyan Wu
published in: Chaos
publication date: 2024-06-24T00:00:00Z
Mathematics Subject Classification ID: 91G60
Mathematics Subject Classification ID: 60G51
Mathematics Subject Classification ID: 65C05
Mathematics Subject Classification ID: 65M06
Mathematics Subject Classification ID: 91G20
zbMATH DE Number: 7870664
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 7870664