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| Issue Date | Title | Author(s) |
|---|---|---|
| 1-Sep-2018 | Mass at zero in the uncorrelated SABR model and implied volatility asymptotics | Gulisashvili, A; Horvath, B; Jacquier, A; |
| 16-Apr-2019 | Nonlinear valuation under credit, funding, and margins: existence, uniqueness, invariance, and disentanglement | Brigo, D; Francischello, M; Pallavicini, A; |
| 2-Mar-2022 | Nonlinear valuation with XVAs: two converging approaches | Brigo, D; Buescu, C; Francischello, M; Pallavicini, A; Rutkowski, M, et al |
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