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Alexander Kalinin
ORCID
Publication Activity (10 Years)
Years Active: 2024-2024
Publications (10 Years): 1
Top Topics
Stochastic Differential Equations
Stochastic Optimization
Closed Form Solutions
Stock Index Futures
Top Venues
SIAM J. Financial Math.
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Publications
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Damiano Brigo
,
Federico Graceffa
,
Alexander Kalinin
Mild to Classical Solutions for XVA Equations under Stochastic Volatility.
SIAM J. Financial Math.
15 (1) (2024)