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

Beatriz Salvador, Cornelis W. Oosterlee. Corrigendum to "Total value adjustment for a stochastic volatility model. A comparison with the Black-Scholes model". Applied Mathematics and Computation, 406:125999, 2021. [doi]

Authors

Beatriz Salvador

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Cornelis W. Oosterlee

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