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Models and numerical methods for XVA pricing under mean rev..:
Arregui, Íñigo
;
Simonella, Roberta
;
Vázquez, Carlos
Communications in Nonlinear Science and Numerical Simulation. 130 (2024) - p. 107725 , 2024
Link:
https://doi.org/10.1016/j.cnsns.2023.107725
RT Journal T1 <Title>Models and numerical methods for XVA pricing under mean reversion spreads in a multicurrency framework</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1016_j.cnsns.2023.107725&Exemplar=1&LAN=DE A1 Arregui, Íñigo A1 Simonella, Roberta A1 Vázquez, Carlos PB Elsevier BV YR 2024 SN 1007-5704 JF Communications in Nonlinear Science and Numerical Simulation VO 130 SP 107725 LK http://dx.doi.org/https://doi.org/10.1016/j.cnsns.2023.107725 DO https://doi.org/10.1016/j.cnsns.2023.107725 SF ELIB - SuUB Bremen
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