activity
20222024
most citedWell-posedness and penalization schemes for generalized BSDEs and reflected generalized BSDEs

1 citations · 1 across the 3 of their papers we have counts for

collaborators
Showing 2024Show all

1 paper · 1 filter

q-fin.MF2024

Cross-Currency Basis Swaps Referencing Backward-Looking Rates

Yining Ding, Ruyi Liu, Marek Rutkowski

The financial industry has undergone a significant transition from the London Interbank Offered Rates (LIBORs) to Risk Free Rates (RFRs) such as, e.g., the Secured Overnight Financ…