Efficient Wrong-Way Risk Modelling for Funding Valuation Adjustments

Thomas Van Der Zwaard*, Lech A. Grzelak, Cornelis W. Oosterlee

*Corresponding author for this work

Research output: Contribution to journalArticleAcademicpeer-review

Original languageEnglish
JournalInternational Journal of Theoretical and Applied Finance
DOIs
Publication statusE-pub ahead of print - 31 May 2024

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