Notes on backward stochastic differential equations for computing XVA (Q6130854)
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scientific article; zbMATH DE number 7827227
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Notes on backward stochastic differential equations for computing XVA |
scientific article; zbMATH DE number 7827227 |
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Notes on backward stochastic differential equations for computing XVA (English)
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3 April 2024
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BSDE
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XVA
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derivative pricing
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defaultable security
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arbitrage-free price
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