Arbitrage‐free XVA (Q4642733): Difference between revisions
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Revision as of 21:50, 19 March 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)
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25 May 2018
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arbitrage-free valuation
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backward stochastic differential equations
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counterparty credit risk
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funding spreads
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XVA
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