2

Pricing of Swing Options in a Mean Reverting Model with Jumps

Year:
2008
Language:
english
File:
PDF, 594 KB
english, 2008
3

Fast Pricing of Cliquet Options with Global Floor

Year:
2006
Language:
english
File:
PDF, 695 KB
english, 2006
4

CVA and FVA with funding aware close outs

Year:
2012
Language:
english
File:
PDF, 183 KB
english, 2012
5

Consistent XVA Metrics Part I: Single-Currency

Year:
2017
Language:
english
File:
PDF, 523 KB
english, 2017
6

In the Balance

Year:
2011
Language:
english
File:
PDF, 178 KB
english, 2011
7

A Generalised CVA with Funding and Collateral

Year:
2012
Language:
english
File:
PDF, 250 KB
english, 2012
10

KVA from the beginning

Year:
2017
Language:
english
File:
PDF, 411 KB
english, 2017