Pages that link to "Item:Q2116937"
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The following pages link to Approximate value adjustments for European claims (Q2116937):
Displaying 5 items.
- CVA and vulnerable options pricing by correlation expansions (Q2241073) (← links)
- Total value adjustment for European options in a multi-currency setting (Q2246492) (← links)
- Wrong way risk corrections to CVA in CIR reduced-form models (Q6060556) (← links)
- Bilateral XVA pricing under stochastic default intensity: PDE modelling and computation (Q6101754) (← links)
- Analysis of non-linear approximated value equation under multiple risk factors and stochastic intensities (Q6103703) (← links)