arXiv2
Search
Dark
/ Date
/ Name
Aa
W
/ Date
/ Name
"au:"Felix L. Wolf"" — arXiv2 Search
Showing 1–4 of 4 results
/ Date
/ Name
Mar 10, 2021
Cheapest-to-Deliver Collateral: A Common Factor Approach
Jul 21, 2022
Sensitivities and Hedging of the Collateral Choice Option
Nov 30, 2022
Accelerated Computations of Sensitivities for xVA
Jan 18, 2024
Consistent asset modelling with random coefficients and switches between regimes