Total value adjustment for European options in a multi‐currency setting
Keyword(s):
2005 ◽
Vol 08
(02)
◽
pp. 239-253
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2016 ◽
Vol 38
(1)
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pp. B118-B143
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THE PRICING OF EUROPEAN OPTIONS UNDER THE CONSTANT ELASTICITY OF VARIANCE WITH STOCHASTIC VOLATILITY
2013 ◽
Vol 12
(01)
◽
pp. 1350004
◽
2007 ◽
Vol 18
(4)
◽
pp. 315-329
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