Thomas van der Zwaard

Orcid: 0000-0002-4177-7110

According to our database1, Thomas van der Zwaard authored at least 1 paper in 2021.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

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PhD thesis 
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Links

On csauthors.net:

Bibliography

2021
A computational approach to hedging Credit Valuation Adjustment in a jump-diffusion setting.
Appl. Math. Comput., 2021


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