@article{sensitivitiesandhedgingofthecollateral, title = {Sensitivities and Hedging of the Collateral Choice Option}, author = {Griselda Deelstra and Lech A. Grzelak and Felix L. Wolf}, year = {2022}, eprint = {2207.10373}, archivePrefix = {arXiv}, url = {https://arxiv.org/abs/2207.10373v2}, }