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Positive XVAs
Crépey, Stéphane - In: Frontiers of mathematical finance : FMF 1 (2022) 3, pp. 425-465
Persistent link: https://www.econbiz.de/10015373555
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Derivatives risks as costs in a one-period network model
Bastide, Dorinel; Crépey, Stéphane; Drapeau, Samuel; … - In: Frontiers of mathematical finance : FMF 2 (2023) 3, pp. 283-312
Persistent link: https://www.econbiz.de/10015374098
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Handling model risk with XVAs
Bénézet, Cyril; Crépey, Stéphane - In: Frontiers of mathematical finance : FMF 3 (2024) 4, pp. 490-519
Persistent link: https://www.econbiz.de/10015376085