Notes on Backward Stochastic Differential Equations for Computing XVA
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Publisher
Springer Singapore
Link
https://link.springer.com/content/pdf/10.1007/978-981-16-5576-0_2
Reference26 articles.
1. Aksamit A, Jeanblanc M (2017) Enlargement of filtration with finance in view. Springer briefs in quantitative finance. Springer
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4. Bielecki TR, Cialenco I, Rutkowski M (2018) Arbitrage-free pricing of derivatives in nonlinear market models. Prob Uncertain Quant Risk 3(2):1–56. https://doi.org/10.1186/s41546-018-0027-x
5. Bielecki TR, Jeanblanc M, Rutkowski M (2005) PDE approach to valuation and hedging of credit derivatives. Quant Finance 5(3):257–270
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