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Filtering by: Advisor Wang, Gu Creator Campanelli, Jeremiah Major Actuarial Mathematics

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