On the public citation graph
MVA: Future IM for Client Trades & Dynamic Hedges
0 signed · 8 inferred · view as graph
Inferred edges come from two machine sources: sweeps of open repository metadata (mostly SSRN and Zenodo), and a bulk OpenAlex citation snapshot. Every row below is labelled with the one it came from. Neither is a complete citation index — absence here is not evidence of absence.
Is this your work? Sign in with ORCID and put your name on the
claims that are yours.
Reference health. See whether every reference in this work resolves to a
known work and none has been retracted — and get a dated CiteStamped
badge you can embed.
What this work says
Outgoing claims: the papers this work cites, builds on, or argues with.
inferredcites →https://doi.org/10.1016/b978-1-85573-327-5.50117-6openalex-extracted
International Swaps and Derivatives Association (ISDA)
inferredcites →https://doi.org/10.2139/ssrn.2517301openalex-extracted
The FVA Puzzle: Accounting, Risk Management and Collateral Trading
inferredcites →https://doi.org/10.2139/ssrn.3040061openalex-extracted
Efficient SIMM-MVA Calculations for Callable Exotics
inferredcites →https://doi.org/10.2139/ssrn.3095619openalex-extracted
Melting Sensitivities - Exact and Approximate Margin Valuation Adjustments
inferredcites →https://doi.org/10.2139/ssrn.3161154openalex-extracted
Funding and Credit Risk with Locally Elliptical Portfolio Processes: An Application to CCPs
inferredcites →https://doi.org/10.2307/2331288openalex-extracted
One-Factor Interest-Rate Models and the Valuation of Interest-Rate Derivative Securities
Editorial review for independent work. ICSAC — the Institute for Complexity
Science and Advanced Computing — runs a structured editorial panel for researchers
publishing outside journals, and publishes on CiteStamp rails. Submission is free
and goes through ORCID: icsacinstitute.org/submit.