Thomas van der Zwaard

According to our database, Thomas van der Zwaard authored at least 1 paper in 2021.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2021

A computational approach to hedging Credit Valuation Adjustment in a jump-diffusion setting.

Thomas van der Zwaard, Lech A. Grzelak, Cornelis W. Oosterlee

Appl. Math. Comput., 2021