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Corrigendum to "Total value adjustment for a stochastic volatility model. A comparison with the Black-Scholes model".

Beatriz SalvadorCornelis W. Oosterlee
Published in: Appl. Math. Comput. (2021)
Keyphrases
  • probabilistic model
  • stochastic model
  • sensitivity analysis
  • expert systems
  • theoretical framework
  • decision model