default search action

combined dblp search
author search
venue search
publication search

ask others

Roberta Simonella

> Home > Persons

Person information

Refine list

refinements active!

zoomed in on ?? of ?? records

view refined list in

export refined list as

showing all ?? records

Journal Articles

see FAQ

What is the meaning of the colors in the publication lists?

2024
[j3]
- view
  - electronic edition via DOI (open access)
  - details & citations
  authority control:
- export record
  dblp key:
  - journals/cnsns/ArreguiSV24
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/cnsns/ArreguiSV24
Iñigo Arregui, Roberta Simonella, Carlos Vázquez:
Models and numerical methods for XVA pricing under mean reversion spreads in a multicurrency framework. Commun. Nonlinear Sci. Numer. Simul. 130: 107725 (2024)
2023
[j2]
- view
  - electronic edition via DOI (open access)
  - details & citations
  authority control:
- export record
  dblp key:
  - journals/mcs/SimonellaV23
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/mcs/SimonellaV23
Roberta Simonella, Carlos Vázquez:
XVA in a multi-currency setting with stochastic foreign exchange rates. Math. Comput. Simul. 207: 59-79 (2023)
2022
[j1]
- view
  authority control:
- export record
  dblp key:
  - journals/amc/ArreguiSV22
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/amc/ArreguiSV22
Iñigo Arregui, Roberta Simonella, Carlos Vázquez:
Total value adjustment for European options in a multi-currency setting. Appl. Math. Comput. 413: 126647 (2022)

Coauthor Index

see FAQ

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.