Models and numerical methods for XVA pricing under mean reversion spreads in a multicurrency framework

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Publication:6183818

DOI10.1016/j.cnsns.2023.107725MaRDI QIDQ6183818

Iñigo Arregui, Roberta Simonella, Carlos Vázquez

Publication date: 23 January 2024

Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)






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