XVA (Swedish Wikipedia)

Analysis of information sources in references of the Wikipedia article "XVA" in Swedish language version.

refsWebsite

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14^th place

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doi.org

dx.doi.org

Shashi Jain, Patrik Karlsson & Drona Kandhai (2019). KVA, Mind your P's and Q's!. Wilmott Magazine, July 2019.
Marcus Hofer & Patrik Karlsson (2018). Accelerating XVA Calibration using Multi-Level Monte Carlo. Wilmott Magazine, July 2018.
Patrik Karlsson, Shashi Jain & Cornelis Oosterlee (2016). Counterparty Credit Exposures for Interest Rate Derivatives using the Stochastic Grid Bundling Method. Applied Mathematical Finance, 23, 2016.
Qian Feng, Shashi Jain, Patrik Karlsson, Drona Kandhai & Cornelis Oosterlee (2016). Efficient computation of exposure profiles on real-world and risk-neutral scenarios for Bermudan swaptions. Journal of Computational Finance, 20 2016.

fincad.com

John Hull (May 3, 2016). ”Valuation Adjustments 1”. fincad.com. https://fincad.com/blog/valuation-adjustments-1.