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Thomas van der Zwaard
ORCID
Publication Activity (10 Years)
Years Active: 2021-2021
Publications (10 Years): 1
Top Topics
Multiscale
Credit Scoring
Genetic Algorithm
Long Term
Top Venues
Appl. Math. Comput.
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Publications
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Thomas van der Zwaard
,
Lech A. Grzelak
,
Cornelis W. Oosterlee
A computational approach to hedging Credit Valuation Adjustment in a jump-diffusion setting.
Appl. Math. Comput.
391 (2021)