Penalty Methods for Bilateral XVA Pricing in European and American Contingent Claims by a PDE Model
In: Journal of Computational Finance, Forthcoming
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In: Journal of Computational Finance, Forthcoming
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Working paper
In: Journal of Computational Finance, Band 24, Heft 4
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In: SFTR-D-24-04054
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In: Limnologica: ecology and management of inland waters, Band 69, S. 115-124
ISSN: 1873-5851
In: Ecotoxicology and environmental safety: EES ; official journal of the International Society of Ecotoxicology and Environmental safety, Band 104, S. 323-331
ISSN: 1090-2414
In: Environmental science and pollution research: ESPR, Band 21, Heft 14, S. 8740-8749
ISSN: 1614-7499
In: Environmental science and pollution research: ESPR, Band 26, Heft 3, S. 2270-2280
ISSN: 1614-7499
In: IJEPES-D-22-00305
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In: Computers and electronics in agriculture: COMPAG online ; an international journal, Band 229, S. 109777
ISSN: 1872-7107
In: Environmental science and pollution research: ESPR, Band 30, Heft 32, S. 79376-79385
ISSN: 1614-7499
In: Ecotoxicology and environmental safety: EES ; official journal of the International Society of Ecotoxicology and Environmental safety, Band 169, S. 737-746
ISSN: 1090-2414
In: Limnologica: ecology and management of inland waters, Band 40, Heft 1, S. 8-15
ISSN: 1873-5851
In: BITE-D-22-06073
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In: RSE-D-24-02467
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In: Materials and design, Band 192, S. 108753
ISSN: 1873-4197