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Toward a Coherent Monte Carlo Simulation of CVA

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https://hal.archives-ouvertes.fr/hal-01108090
Contributor : Serena Benassù <>
Submitted on : Thursday, January 22, 2015 - 10:51:20 AM
Last modification on : Friday, March 27, 2020 - 4:04:16 AM

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L.A. Abbas-Turki, A.I. Bouselmi, M.A. Mikou. Toward a Coherent Monte Carlo Simulation of CVA. Monte Carlo Methods and Applications, De Gruyter, 2014, 20 (3), pp.195-216. ⟨10.1515/mcma-2013-0026⟩. ⟨hal-01108090⟩

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