XVA in a multi-currency setting with stochastic foreign exchange ratesJoint work with Carlos Vazquez.https://wsc.project.cwi.nl/abcxva/overview-research-programme/publications/esr4-roberta-simonella/rsimonella_studyweek2022.pdf/viewhttps://wsc.project.cwi.nl/abcxva/logo.png
XVA in a multi-currency setting with stochastic foreign exchange rates