Nonlinear Valuation with XVAs: Two Converging Approaches
- Damiano Brigo*
- , Cristin Buescu
- , Marco Francischello
- , Andrea Pallavicini
- , Marek Rutkowski
*Corresponding author for this work
- Imperial College London
- Intesa Sanpaolo Milan
- University of Sydney
Research output: Contribution to journal › Article › peer-review
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