8. A Risk-Sharing Framework of Bilateral Contracts, with J. Lee and C. Zhou (Forthcoming in SIAM J. Finan. Math.; 30 pages, 1 figure; Preprint available at arXiv)
2. Arbitrage-free pricing of XVA - Part II: PDE representation and numerical analysis,
with M. Bichuch and A. Capponi (Preprint, 19 pages, 3 figures, 2 tables; also available at SSRN; arXiv)
1. Arbitrage-free pricing of XVA - Part I: Framework and explicit examples,
with M. Bichuch and A. Capponi (Preprint, 39 pages, 7 figures; also available at SSRN; arXiv)
(Note: These two papers appeared unified in strongly revised form as "Arbitrage-free XVA")