MVA by replication and regression

Bookmark & Share

Green, A; Kenyon, C; (2015) MVA by replication and regression. Risk pp. 1-5.

Text
2015-05 RISK mva.pdf - Published Version
Access restricted to UCL open access staff
Download (318kB)

Type:	Article
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

Downloads since deposit

1Download

Download activity - last month

Download activity - last 12 months

Downloads by country - last 12 months

View Item