Monotone methods in counterparty risk models with nonlinear Black–Scholes-type equations
Crossref DOI link: https://doi.org/10.1007/s40324-022-00306-0
Published Online: 2022-08-09
Published Print: 2023-09
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Alziary, Bénédicte
Takáč, Peter http://orcid.org/0000-0002-8813-1122
Funding for this research was provided by:
Universität Rostock
Text and Data Mining valid from 2022-08-09
Version of Record valid from 2022-08-09
Article History
Received: 17 March 2022
Accepted: 21 July 2022
First Online: 9 August 2022