Arbitrage‐free XVA (Q4642733): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 1608.02690 / rank | |||
Normal rank | |||
Latest revision as of 19:26, 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
