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- Publication Date of Publication Type Analytical expressions to counterparty credit risk exposures for interest rate derivatives 2022-04-14 Paper https://portal...10 bytes (16 words) - 01:59, 25 September 2023
- and emotion analysis 2022-11-02 Paper Analytical expressions to counterparty credit risk exposures for interest rate derivatives 2022-04-14 Paper PHASE...10 bytes (16 words) - 23:58, 24 September 2023
- Theory and Consistent Recalibration Models 2018-03-12 Paper Managing counterparty credit risk via BSDEs 2016-08-10 Paper Explicit solutions to quadratic BSDEs...10 bytes (16 words) - 13:12, 6 October 2023
- the SABR Model of Stochastic Volatility 2018-12-11 Paper Managing counterparty credit risk via BSDEs 2016-08-10 Paper Monotone Riemannian metrics and relative...10 bytes (16 words) - 01:48, 28 December 2023
- 2024-01-31 Paper Contagion model on counterparty credit risk in the CRT market by considering the heterogeneity of counterparties and preferential-random mixing...10 bytes (16 words) - 01:54, 25 September 2023
- Publication Date of Publication Type Pricing catastrophe options with counterparty credit risk in a reduced form model 2018-06-07 Paper https://portal.mardi4nfdi...10 bytes (16 words) - 12:44, 24 September 2023
- commodity-linked bonds with stochastic convenience yield, interest rate and counterparty credit risk: application of Mellin transform methods 2022-08-19 Paper Closed-form...10 bytes (16 words) - 01:55, 25 September 2023
- transform algorithm for value-at-risk 2019-01-15 Paper A two-state jump model 2019-01-14 Paper RESTRUCTURING COUNTERPARTY CREDIT RISK 2013-06-24 Paper A numerical...10 bytes (16 words) - 09:15, 25 September 2023
- presence of counterparty credit risk: An extension of the Heston–Nandi model 2022-04-14 Paper The recovery theorem with application to risk management 2021-02-16...10 bytes (16 words) - 09:29, 7 October 2023
- adjustments for counterparty credit risk using a modified supervisory approach 2020-11-10 Paper Quantifying market risk with value-at-risk or expected shortfall...10 bytes (16 words) - 12:11, 7 October 2023
- Boundary-safe PINNs extension: application to non-linear parabolic PDEs in counterparty credit risk 2023-06-22 Paper On a Neural Network to Extract Implied Information...10 bytes (16 words) - 19:05, 24 September 2023
- NAMES 2014-07-17 Paper Counterparty Credit Risk, Collateral and Funding 2014-05-27 Paper ARBITRAGE‐FREE BILATERAL COUNTERPARTY RISK VALUATION UNDER COLLATERALIZATION...10 bytes (16 words) - 12:32, 24 September 2023
- Publication Type Contagion model on counterparty credit risk in the CRT market by considering the heterogeneity of counterparties and preferential-random mixing...10 bytes (16 words) - 11:17, 24 September 2023
- 2023-06-20 Paper Contagion model on counterparty credit risk in the CRT market by considering the heterogeneity of counterparties and preferential-random mixing...10 bytes (16 words) - 02:59, 25 September 2023
- of an inverse first-passage time problem for Lévy processes and counterparty credit risk 2015-10-20 Paper The distribution of the supremum for spectrally...10 bytes (18 words) - 02:12, 9 December 2023
- Processes with Regulated Trajectories 2015-08-08 Paper RESTRUCTURING COUNTERPARTY CREDIT RISK 2013-06-24 Paper Geometry of polar wedges in Riesz spaces and super-replication...10 bytes (16 words) - 17:23, 6 October 2023
- commodity-linked bonds with stochastic convenience yield, interest rate and counterparty credit risk: application of Mellin transform methods 2022-08-19 Paper Closed-form...10 bytes (17 words) - 21:28, 11 December 2023
- commodity-linked bonds with stochastic convenience yield, interest rate and counterparty credit risk: application of Mellin transform methods 2022-08-19 Paper Closed-form...10 bytes (17 words) - 14:42, 11 December 2023
- Date of Publication Type Deep xVA Solver: A Neural Network–Based Counterparty Credit Risk Management Framework 2023-06-01 Paper Optimal management of pumped...10 bytes (17 words) - 15:22, 6 October 2023
- processes 2023-08-14 Paper Deep xVA Solver: A Neural Network–Based Counterparty Credit Risk Management Framework 2023-06-01 Paper A fully quantization-based...10 bytes (17 words) - 16:32, 6 October 2023
