Arbitrage‐free XVA (Q4642733)

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scientific article; zbMATH DE number 6873736
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Arbitrage‐free XVA
scientific article; zbMATH DE number 6873736

    Statements

    Arbitrage‐free XVA (English)
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    25 May 2018
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    arbitrage-free valuation
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    backward stochastic differential equations
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    counterparty credit risk
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    funding spreads
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    XVA
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