# CVA for a portfolio of long and short options

I am looking to estimate the CVA/DVA for a portfolio of options.

For simplicity sake, let's assume there are two FX options in the portfolio, one long and one short. Both options have the same expiry and are on the same underlying.

I understand my exposure on day one is the current mtm and I can estimate the positive and negative exposure at maturity by running a simple simulation. I am however struggling two wrap my head around how I could calculate the positive and negative exposure during the life. Could someone point me to some literature where this is covered?