## [Pricing Credit Value Adjustment for Interest Rate Swaps under the Cheyette model](https://ntnuopen.ntnu.no/ntnu-xmlui/bitstream/handle/11250/2352904/13074_FULLTEXT.pdf?sequence=1)
A Least-Squares Monte Carlo approach

- [A Quadratic Volatility Cheyette Model](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2138011) Chiane-Law

## 2012 [Advanced Counterparty Risk and CVA via Stochastic Volatility - Ignacio Ruiz](https://www.mocaxintelligence.com/wp-content/uploads/2016/02/iRuiz_Advanced_CCRandCVA_via_StochVol.pdf)

## 2016 [Smile and Default: The Role of Stochastic Volatility and Interest Rates in Counterparty Credit Risk](https://pure.uva.nl/ws/files/9282658/2017_Smile_and.pdf)