Robust XVA (Q5855941)
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scientific article; zbMATH DE number 7326768
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Robust XVA |
scientific article; zbMATH DE number 7326768 |
Statements
Robust XVA (English)
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23 March 2021
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arbitrage-free valuation
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backward stochastic differential equation
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counterparty credit risk
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robust XVA
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0.8603663444519043
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0.7930668592453003
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0.7855396866798401
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0.7830249071121216
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