Mild to classical solutions for XVA equations under stochastic volatility

Fuente: arXiv

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Bibliographic Details
Main Authors:	Brigo, Damiano, Graceffa, Federico, Kalinin, Alexander
Format:	Preprint
Published:	2021
Subjects:	Probability Pricing of Securities 91G20, 91G80, 60G40, 60H20, 60H30, 35K58
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2112.11808