Total value adjustment for European options in a multi-currency setting. - Iñigo Arregui; Roberta Simonella; Carlos Vázquez 002 (Appl. Math. Comput., 2022)

XVA in a multi-currency setting with stochastic foreign exchange rates. - Roberta Simonella; Carlos Vázquez 002 (Math. Comput. Simul., 2023)

Models and numerical methods for XVA pricing under mean reversion spreads in a multicurrency framework. - Iñigo Arregui; Roberta Simonella; Carlos Vázquez 002 (Commun. Nonlinear Sci. Numer. Simul., 2024)