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Issue DateTitleAuthor(s)
31-Dec-2016Nonlinear Valuation Under Collateralization, Credit Risk, and Funding CostsBrigo, D; Liu, Q; Pallavicini, A; Sloth, D
31-Dec-2016Impact of Multiple Curve Dynamics in Credit Valuation AdjustmentsBormetti, G; Brigo, D; Francischello, M; Pallavicini, A
31-Dec-2016Analysis Of Nonlinear Valuation Equations Under Credit And Funding EffectsBrigo, D; Francischello, M; Pallavicini, A