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Wang, Gu
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Arbitrage-Free Pricing of XVA for Options in Discrete Time
Creator:
Bonner, Catherine Jean
and
Campanelli, Jeremiah
Advisor:
Sturm, Stephan
and
Wang, Gu
Publisher:
Worcester Polytechnic Institute
Date Created:
2016-03-25
Resource Type:
Major Qualifying Project
Award:
Provost's MQP Award
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2016
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Creator
Bonner, Catherine Jean
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Campanelli, Jeremiah
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Advisor
Sturm, Stephan
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Wang, Gu
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Actuarial Mathematics
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Publisher
Worcester Polytechnic Institute
1
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Major Qualifying Project
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Award
Provost's MQP Award
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