Thomas van der Zwaard
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Person:2661049
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 |
|---|---|---|
| On the Hull-White model with volatility smile for Valuation Adjustments Quantitative Finance | 2025-12-12 | Paper |
| Efficient wrong-way risk modeling for funding valuation adjustments International Journal of Theoretical and Applied Finance | 2024-11-06 | Paper |
| A computational approach to hedging credit valuation adjustment in a jump-diffusion setting Applied Mathematics and Computation | 2021-04-01 | Paper |
| A computational approach to hedging credit valuation adjustment in a jump-diffusion setting Applied Mathematics and Computation | 2021-04-01 | Paper |
Research outcomes over time
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