The Economics of XVA Trading

ISSN Print: 2162-2434
ISSN Online: 2162-2442
www.scirp.net/journal/jmf
E-mail: [email protected]

Citations

"The Economics of XVA Trading"
written by Peter J. Zeitsch,
published by Journal of Mathematical Finance, Vol.7 No.2, 2017

has been cited by the following article(s):

[1]	Quantum advantage for multi-option portfolio pricing and valuation adjustments
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[2]	Hedge effectiveness of the credit default swap indices: A spectral decomposition and network topology analysis
	Computational Economics, 2022

[3]	Interpolation of Forward-Looking and Backward-Looking Forward Rates in the Forward Market Model
	2020

[4]	Quantum computational finance: Monte Carlo pricing of financial derivatives
	2018

[5]	Una aplicación de redes neuronales y modelos autorregresivos para la estimación de valores de referencia de swaps

[1]	Quantum advantage for multi-option portfolio pricing and valuation adjustments Quantitative Finance, 2026 DOI:10.1080/14697688.2026.2614573

[2]	Hedge Effectiveness of the Credit Default Swap Indices: a Spectral Decomposition and Network Topology Analysis Computational Economics, 2022 DOI:10.1007/s10614-021-10185-8

[3]	Quantum computational finance: Monte Carlo pricing of financial derivatives Physical Review A, 2018 DOI:10.1103/PhysRevA.98.022321

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