Approximate XVA for European claims
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- F. Antonelli & A. Ramponi & S. Scarlatti, 2016.
"Random Time Forward-Starting Options,"
International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 19(08), pages 1-25, December.
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This paper has been announced in the following NEP Reports:- NEP-CMP-2020-07-20 (Computational Economics)
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