Pages that link to "Item:Q1738076"

The following pages link to PDE models and numerical methods for total value adjustment in European and American options with counterparty risk (Q1738076):

Displaying 10 items.

• PDE models for American options with counterparty risk and two stochastic factors: mathematical analysis and numerical solution (Q2004615) (← links)
• Corrigendum to ``Total value adjustment for a stochastic volatility model. A comparison with the Black-Scholes model'' (Q2243260) (← links)
• Total value adjustment for European options in a multi-currency setting (Q2246492) (← links)
• Total value adjustment for European options with two stochastic factors. Mathematical model, analysis and numerical simulation (Q2334884) (← links)
• Mathematical analysis of a nonlinear PDE model for European options with counterparty risk (Q2418694) (← links)
• Total value adjustment for a stochastic volatility model. A comparison with the Black-Scholes model (Q2661015) (← links)
• A computational approach to hedging credit valuation adjustment in a jump-diffusion setting (Q2661050) (← 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)
• Models and numerical methods for XVA pricing under mean reversion spreads in a multicurrency framework (Q6183818) (← links)