References

No references inside the corpus for this window.

Cited by

• 2017Asymptotic Expansion as Prior Knowledge in Deep Learning Method for High Dimensional BSDEs91 cited
• 2014Nonlinear consistent valuation of CCP cleared or CSA bilateral trades with initial margins under credit, funding and wrong-way risks53 cited
• 2016The Valuation of Power Exchange Options with Counterparty Risk and Jump Risk45 cited
• 2013COUNTERPARTY RISK AND FUNDING: THE FOUR WINGS OF THE TVA44 cited
• 2014A Lévy HJM multiple-curve model with application to CVA computation36 cited
• 2014A Bottom-Up Dynamic Model of Portfolio Credit Risk with Stochastic Intensities and Random Recoveries35 cited
• 2014On Multicurve Models for the Term Structure29 cited
• 2016BOUNDING WRONG‐WAY RISK IN CVA CALCULATION28 cited
• 2015COCO BONDS PRICING WITH CREDIT AND EQUITY CALIBRATED FIRST-PASSAGE FIRM VALUE MODELS27 cited
• 2014Liquidation risk in the presence of Chapters 7 and 11 of the US bankruptcy code21 cited