Arbitrage‐free XVA (Q4642733): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
(3 intermediate revisions by 3 users not shown) | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W3105599219 / rank | |||
Normal rank | |||
Property / arXiv ID | |||
Property / arXiv ID: 1608.02690 / rank | |||
Normal rank | |||
links / mardi / name | links / mardi / name | ||
Latest revision as of 20:26, 19 April 2024
scientific article; zbMATH DE number 6873736
Language | Label | Description | Also known as |
---|---|---|---|
English | Arbitrage‐free XVA |
scientific article; zbMATH DE number 6873736 |
Statements
Arbitrage‐free XVA (English)
0 references
25 May 2018
0 references
arbitrage-free valuation
0 references
backward stochastic differential equations
0 references
counterparty credit risk
0 references
funding spreads
0 references
XVA
0 references