Nonlinear Valuation with XVAs: Two Converging Approaches (2022)

First Author: Brigo D
Attributed to:  Imperial College London Mathematics Platform Grant funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.3390/math10050791

Publication URI: http://dx.doi.org/10.3390/math10050791

Type: Journal Article/Review

Parent Publication: Mathematics

Issue: 5