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Integrated structural approach to Credit Value Adjustment.

, , and . Eur. J. Oper. Res., 272 (3): 1143-1157 (2019)

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Smiles & smirks: Volatility and leverage by jumps., and . Eur. J. Oper. Res., 298 (3): 1145-1161 (2022)Multivariate FX models with jumps: Triangles, Quantos and implied correlation., , and . Eur. J. Oper. Res., 260 (3): 1181-1199 (2017)Integrated structural approach to Credit Value Adjustment., , and . Eur. J. Oper. Res., 272 (3): 1143-1157 (2019)A note on the &agr;-quantile option, and . Applied Mathematical Finance, 8 (3): 137--144 (2001)