Pages that link to "Item:Q1634318"
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The following pages link to Nonlinear valuation under credit, funding, and margins: existence, uniqueness, invariance, and disentanglement (Q1634318):
Displaying 8 items.
- A BSDE approach to fair bilateral pricing under endogenous collateralization (Q331356) (← links)
- Bank-sourced credit transition matrices: estimation and characteristics (Q2028787) (← links)
- Approximate value adjustments for European claims (Q2116937) (← links)
- The impact of non-cash collateralization on the over-the-counter derivatives markets (Q2165394) (← links)
- Analysis of non-linear approximated value equation under multiple risk factors and stochastic intensities (Q6103703) (← links)
- Boundary-safe PINNs extension: application to non-linear parabolic PDEs in counterparty credit risk (Q6157931) (← links)
- Deep xVA Solver: A Neural Network–Based Counterparty Credit Risk Management Framework (Q6159074) (← links)
- Mild to classical solutions for XVA equations under stochastic volatility (Q6496950) (← links)
