Pages that link to "Item:Q6101754"
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The following pages link to Bilateral XVA pricing under stochastic default intensity: PDE modelling and computation (Q6101754):
Displaying 3 items.
- PDE models and numerical methods for total value adjustment in European and American options with counterparty risk (Q1738076) (← links)
- PDE models for the pricing of a defaultable coupon-bearing bond under an extended JDCEV model (Q2045957) (← links)
- Approximate value adjustments for European claims (Q2116937) (← links)