Roberta Simonella

According to our database, Roberta Simonella authored at least 3 papers between 2022 and 2024.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2024

Models and numerical methods for XVA pricing under mean reversion spreads in a multicurrency framework.

Iñigo Arregui, Roberta Simonella, Carlos Vázquez

Commun. Nonlinear Sci. Numer. Simul., March, 2024

2023

XVA in a multi-currency setting with stochastic foreign exchange rates.

Roberta Simonella, Carlos Vázquez

Math. Comput. Simul., May, 2023

2022

Total value adjustment for European options in a multi-currency setting.

Iñigo Arregui, Roberta Simonella, Carlos Vázquez

Appl. Math. Comput., 2022