Mathematical models and numerical methods for a capital valuation adjustment (KVA) problem

  1. Trevisani, D.
  2. López-Salas, J.G.
  3. Vázquez, C.
  4. García-Rodríguez, J.A.
Journal:
Applied Mathematics and Computation

ISSN: 0096-3003

Year of publication: 2025

Volume: 488

Type: Article

DOI: 10.1016/J.AMC.2024.129105 GOOGLE SCHOLAR lock_openOpen access editor