Roberta Simonella

Available identifiers

zbMath Open simonella.robertaMaRDI QIDQ2246491

List of research outcomes

Publication	Date of Publication	Type
Models and numerical methods for XVA pricing under mean reversion spreads in a multicurrency framework	2024-01-23	Paper
Modelling and Computing the Total Value Adjustment for European Derivatives in a Multi-Currency Setting	2023-09-15	Paper
XVA in a multi-currency setting with stochastic foreign exchange rates	2023-06-26	Paper
Total value adjustment for European options in a multi-currency setting	2021-11-16	Paper

Research outcomes over time

This page was built for person: Roberta Simonella