Green, A;
Kenyon, C;
(2015)
MVA by replication and regression.
Risk
pp. 1-5.
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2015-05 RISK mva.pdf - Published Version Access restricted to UCL open access staff Download (318kB) |
Type: | Article |
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Title: | MVA by replication and regression |
Publisher version: | https://www.risk.net/derivatives/2405264/mva-repli... |
Language: | English |
Additional information: | This version is the author accepted manuscript. For information on re-use, please refer to the publisher's terms and conditions. |
UCL classification: | UCL UCL > Provost and Vice Provost Offices > UCL BEAMS UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Maths and Physical Sciences UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Maths and Physical Sciences > Dept of Mathematics |
URI: | https://discovery.ucl.ac.uk/id/eprint/10140256 |
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