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

  1. Arregui, Í.
  2. Simonella, R.
  3. Vázquez, C.
Revista:
Communications in Nonlinear Science and Numerical Simulation

ISSN: 1007-5704

Ano de publicación: 2024

Volume: 130

Tipo: Artigo

DOI: 10.1016/J.CNSNS.2023.107725 GOOGLE SCHOLAR lock_openAcceso aberto editor
Fonte de datos: Scopus