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Felix L. Wolf

Felix Lukas Wolf

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affiliation: Université libre de Bruxelles (ULB), Department of Mathematics, Brussels, Belgium

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2020 – today

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2024
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Griselda Deelstra, Lech A. Grzelak, Felix L. Wolf:
Accelerated computations of sensitivities for xVA. Int. J. Comput. Math. 101(8): 842-864 (2024)
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Felix L. Wolf, Griselda Deelstra, Lech A. Grzelak:
Consistent asset modelling with random coefficients and switches between regimes. Math. Comput. Simul. 223: 65-85 (2024)

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