Pages that link to "Item:Q5162842"
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The following pages link to Cross Currency Valuation and Hedging in the Multiple Curve Framework (Q5162842):
Displaying 7 items.
- (Q3595883) (← links)
- Is Currency Risk Priced in Global Equity Markets?* (Q5071835) (← links)
- A Unified Approach to xVA with CSA Discounting and Initial Margin (Q5162843) (← links)
- XVA in a multi-currency setting with stochastic foreign exchange rates (Q6102925) (← links)
- Boundary-safe PINNs extension: application to non-linear parabolic PDEs in counterparty credit risk (Q6157931) (← links)
- Deep xVA Solver: A Neural Network–Based Counterparty Credit Risk Management Framework (Q6159074) (← links)
- A change of measure formula for recursive conditional expectations (Q6633866) (← links)