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1 article related to "Potential Future Exposure"

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Articles

Perspective

Published on 13 Dec 2019

Evaluating Credit Counterparty Risk of American Options via Monte Carlo Methods: A Comparison of Tilley Bundling and Longstaff-Schwartz LSM

in Mathematical Finance

Dominic Cortis

Frontiers in Applied Mathematics and Statistics

doi 10.3389/fams.2019.00060

4,868 views