Feynman–Kac for functional jump diffusions with an application to Credit Value Adjustment
2015 ◽
Vol 105
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pp. 120-129
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Keyword(s):
2013 ◽
Vol 19
(4)
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pp. 503-517
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2017 ◽
Vol 55
(6)
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pp. 3458-3488
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Keyword(s):
2015 ◽
Vol 85
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pp. 33-36
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Keyword(s):
2017 ◽
Vol 35
(5)
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pp. 767-802
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2018 ◽
Vol 28
(4)
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pp. 2451-2500
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