1. Total Value Adjustment of Multi-Asset Derivatives under Multivariate CGMY Processes;Fractal and Fractional;2023-04-02
2. Total value adjustment of Bermudan option valuation under pure jump Lévy fluctuations;Chaos: An Interdisciplinary Journal of Nonlinear Science;2022-02
3. References;The xVA Challenge;2020-05-04
4. Bibliography;Counterparty Credit Risk, Collateral and Funding;2013-08-28
5. References;Counterparty Credit Risk and Credit Value Adjustment;2013-04-15