Beatriz Salvador, Cornelis W. Oosterlee. Total value adjustment for a stochastic volatility model. A comparison with the Black-Scholes model. Applied Mathematics and Computation, 391:125489, 2021. [doi]
@article{SalvadorO21,
title = {Total value adjustment for a stochastic volatility model. A comparison with the Black-Scholes model},
author = {Beatriz Salvador and Cornelis W. Oosterlee},
year = {2021},
doi = {10.1016/j.amc.2020.125489},
url = {https://doi.org/10.1016/j.amc.2020.125489},
researchr = {https://researchr.org/publication/SalvadorO21},
cites = {0},
citedby = {0},
journal = {Applied Mathematics and Computation},
volume = {391},
pages = {125489},
}