Felix L. Wolf

Orcid: 0000-0001-5238-7372

Affiliations:

Université libre de Bruxelles (ULB), Department of Mathematics, Brussels, Belgium

According to our database¹, Felix L. Wolf authored at least 2 papers in 2024.

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2024

Consistent asset modelling with random coefficients and switches between regimes.

[BibT_eX]

[DOI]

Math. Comput. Simul., 2024

Accelerated computations of sensitivities for xVA.

[BibT_eX]

[DOI]

Int. J. Comput. Math., 2024