Pages that link to "Item:Q4967860"
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The following pages link to Numerical approximations of McKean anticipative backward stochastic differential equations arising in initial margin requirements (Q4967860):
Displaying 6 items.
- Multilevel Monte Carlo methods and lower-upper bounds in initial margin computations (Q777908) (← links)
- When Capital Is a Funding Source: The Anticipated Backward Stochastic Differential Equations of X-Value Adjustments (Q5112532) (← links)
- A Risk-Sharing Framework of Bilateral Contracts (Q5112729) (← links)
- A Unified Approach to xVA with CSA Discounting and Initial Margin (Q5162843) (← links)
- Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)
- A mean field game model for renewable investment under long-term uncertainty and risk aversion (Q6657670) (← links)