@article{creditvaluationadjustmentwithreplacement, title = {Credit Valuation Adjustment with Replacement Closeout: Theory and Algorithms}, author = {Chaofan Sun and Ken Seng Tan and Wei Wei}, year = {2022}, eprint = {2201.09105}, archivePrefix = {arXiv}, url = {https://arxiv.org/abs/2201.09105v3}, }