"XVA in a multi-currency setting with stochastic foreign exchange rates."

Roberta Simonella, Carlos Vázquez (2023)

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DOI: 10.1016/J.MATCOM.2022.12.014

access: open

type: Journal Article

metadata version: 2023-05-13

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Roberta Simonella, Carlos Vázquez:
XVA in a multi-currency setting with stochastic foreign exchange rates. Math. Comput. Simul. 207: 59-79 (2023)

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