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"Mild to Classical Solutions for XVA Equations under Stochastic Volatility."

Damiano Brigo, Federico Graceffa, Alexander Kalinin (2024)

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DOI: 10.1137/22M1506882

access: closed

type: Journal Article

metadata version: 2024-05-17

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Damiano Brigo, Federico Graceffa, Alexander Kalinin:
Mild to Classical Solutions for XVA Equations under Stochastic Volatility. SIAM J. Financial Math. 15(1): 215-254 (2024)

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