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ESR4 Roberta Simonella
XVA in a multi-currency setting with stochastic foreign exchange rates

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- ESR4 Roberta Simonella
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XVA in a multi-currency setting with stochastic foreign exchange rates Joint work with Carlos Vazquez. https://dusac.nl/abcxva/overview-research-programme/publications/esr4-roberta-simonella/rsimonella_studyweek2022.pdf/view https://dusac.nl/abcxva/logo.png

XVA in a multi-currency setting with stochastic foreign exchange rates

Joint work with Carlos Vazquez.

application/pdf RSimonella_StudyWeek2022.pdf — 331 KB

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