XVA in a multi-currency setting with stochastic foreign exchange rates

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Publication:6102925

DOI10.1016/j.matcom.2022.12.014MaRDI QIDQ6102925

Roberta Simonella, Carlos Vázquez

Publication date: 26 June 2023

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)




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