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20022026
most citedCritical Casimir force in He films: confirmation of finite-size scaling

132 citations

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q-fin.PR2020

XVA Valuation under Market Illiquidity

Weijie Pang, Stephan Sturm

Before the 2008 financial crisis, most research in financial mathematics focused on pricing options without considering the effects of counterparties' defaults, illiquidity problem…