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ESR5 Felix Wolf
Efficient valuation of (non-)linear products for xVA

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- ESR5 Felix Wolf
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Efficient valuation of (non-)linear products for xVA Joint work with Griselda Deelstra and Lech Grzelak. https://wsc.project.cwi.nl/abcxva/overview-research-programme/publications/esr5-felix-wolf/fw_industrialweek_day1-fix.pdf/view https://wsc.project.cwi.nl/abcxva/logo.png

Efficient valuation of (non-)linear products for xVA

Joint work with Griselda Deelstra and Lech Grzelak.

application/pdf fw_industrialweek_day1-fix.pdf — 716 KB

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