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Computational Finance: Scripting for Derivatives and XVA. Wiley. ISBN 978-1119540786. Donald J. Smith (2017). Valuation in a World of CVA, DVA, and FVA:...

Computational Finance: Scripting for Derivatives and xVA. Wiley. ISBN 978-1119540786. Alexander Sokol (2014). Long-Term Portfolio Simulation - For XVA, Limits...