@article{xvavaluationundermarketilliquidity,
  title = {XVA Valuation under Market Illiquidity},
  author = {Weijie Pang and Stephan Sturm},
  year = {2020},
  eprint = {2011.03543},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2011.03543v1},
}