Cross Currency Valuation and Hedging in the Multiple Curve Framework
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Elsevier BV
Reference39 articles.
1. Funding Value Adjustment for General Financial Instruments: Theory and Practice
2. Pricing of Counterparty Risk and Funding With CSA Discounting, Portfolio Effects and Initial Margin
3. Arbitrage-free XVA;M Bichuch;Mathematical Finance,2018
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Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Deep xVA Solver – A Neural Network Based Counterparty Credit Risk Management Framework;SSRN Electronic Journal;2020
2. Pricing of Counterparty Risk and Funding With CSA Discounting, Portfolio Effects and Initial Margin;SSRN Electronic Journal;2019
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