Articles dans des revues avec comité de lecture (4)
  1. 1. Wolf, F. L., Deelstra, G., & Grzelak, L. (2024). Consistent asset modelling with random coefficients and switches between regimes. Mathematics and computers in simulation, 223, 65-85. doi:10.1016/j.matcom.2024.03.021
  2. 2. Deelstra, G., Grzelak, L., & Wolf, F. L. (2023). Accelerated computations of sensitivities for xVA. International Journal of Computer Mathematics, 1-23. doi:10.1080/00207160.2023.2203277
  3. 3. Deelstra, G., Grzelak, L., & Wolf, F. L. (2022). Sensitivities and Hedging of the Collateral Choice Option. International journal of theoretical and applied finance, 25(6), 2250027. doi:10.1142/S0219024922500273
  4. 4. Wolf, F. L., Grzelak, L., & Deelstra, G. (2022). Cheapest-to-deliver collateral: a common factor approach. Quantitative finance, 22(4), 707-723.
    5.   Thèses et mémoires (1)
  5. 1. Wolf, F. L. (2024). Stochastic models in xVA: with applications to collateralisation and exposure simulation (Thèse doctorale non-publiée). Université libre de Bruxelles, Faculté des Sciences – Mathématiques, Bruxelles.