2024-03-29T05:44:51Z
https://oai.zbmath.org/v1/
oai:zbmath.org:7424169
2021-11-11T05:22:21Z
60
65
91
Salvador, Beatriz; Oosterlee, Cornelis W.
2021
7424169
English
Elsevier (North-Holland), New York, NY
https://zbmath.org/07424169
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Appl. Math. Comput. 406, Article ID 125999, 19 p. (2021).
91G20; 60G40; 91G40; 91G60; 65M60
Corrigendum to: ``Total value adjustment for a stochastic volatility model. A comparison with the Black-Scholes model''
j