Robust XVA (Q5855941)
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scientific article; zbMATH DE number 7326768
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust XVA |
scientific article; zbMATH DE number 7326768 |
Statements
Robust XVA (English)
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23 March 2021
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arbitrage-free valuation
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backward stochastic differential equation
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counterparty credit risk
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robust XVA
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