@article{Graaf2014a, author = {C. S. L. de Graaf and Q. Feng and D. Kandhai and C. W. Oosterlee}, doi = {10.1142/S0219024914500241}, eid = {1450024}, issn = {0219-0249}, journal = {International Journal of Theoretical and Applied Finance}, number = {4}, title = {Efficient Computation of Exposure Profiles for Counterparty Credit Risk}, volume = {17}, year = {2014} }