Roberta Simonella
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Person:2246491
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Models and numerical methods for XVA pricing under mean reversion spreads in a multicurrency framework Communications in Nonlinear Science and Numerical Simulation | 2024-01-23 | Paper |
| Modelling and Computing the Total Value Adjustment for European Derivatives in a Multi-Currency Setting Mathematics in Industry | 2023-09-15 | Paper |
| XVA in a multi-currency setting with stochastic foreign exchange rates Mathematics and Computers in Simulation | 2023-06-26 | Paper |
| Total value adjustment for European options in a multi-currency setting Applied Mathematics and Computation | 2021-11-16 | Paper |
Research outcomes over time
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