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Our data says that the document:

Giovanni , Mottola. (2015) Reflected Backward SDE approach to the price-hedge of defaultable claims with contingent switching CSA.
In: Papers. RePEc:arx:papers:1412.1325.

Full description at Econpapers

cites:

G. Mottola (2013), Switching type valuation and design problems in general OTC contracts with CVA, collateral and funding issue. PhD Thesis, School of Economics, Sapienza University of Rome Oksendal B., A. Sulem. Applied stochastic control of jump diffusion. Springer-Verlag, 2006.

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