Remarks on an arbitrage-free condition for XVA (Q5236564)
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scientific article; zbMATH DE number 7114863
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Remarks on an arbitrage-free condition for XVA |
scientific article; zbMATH DE number 7114863 |
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Remarks on an arbitrage-free condition for XVA (English)
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9 October 2019
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backward stochastic differential equation
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nonlinear market model
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XVA
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