Pages that link to "Item:Q2246492"
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The following pages link to Total value adjustment for European options in a multi-currency setting (Q2246492):
Displaying 3 items.
- Modelling and Computing the Total Value Adjustment for European Derivatives in a Multi-Currency Setting (Q6048657) (← links)
- XVA in a multi-currency setting with stochastic foreign exchange rates (Q6102925) (← links)
- Models and numerical methods for XVA pricing under mean reversion spreads in a multicurrency framework (Q6183818) (← links)