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~subject:"X-valuation adjustment (XVA)"
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X-valuation adjustment (XVA)
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International journal of theoretical and applied finance
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XVA principles, nested Monte Carlo strategies, and GPU optimizations
Abbas-Turki, Lokman A.
;
Crépey, Stéphane
;
Diallo, Babacar
- In:
International journal of theoretical and applied finance
21
(
2018
)
6
,
pp. 1-40
Persistent link: https://www.econbiz.de/10011926570
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2
XVA analysis from the balance sheet
Albanese, Claudio
;
Crépey, Stéphane
;
Hoskinson, Rodney
; …
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 99-123
Persistent link: https://www.econbiz.de/10012424637
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3
Pathwise CVA regressions with oversimulated defaults
Abbas-Turki, Lokman A.
;
Crépey, Stéphane
;
Saadeddine, …
- In:
Mathematical finance : an international journal of …
33
(
2023
)
2
,
pp. 274-307
Persistent link: https://www.econbiz.de/10014278670
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