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