Deep xVA Solver: A Neural Network–Based Counterparty Credit Risk Management Framework
Article in SIAM Journal on Financial Mathematics (March 2023)
The most recent citing publications are shown below. View all 20 publications that cite this research output on Dimensions.
Quantitative reverse stress testing, bottom up
Article in Quantitative Finance (March 2023)
Efficient parallel Monte-Carlo techniques for pricing American options including counterparty credit risk
Article in International Journal of Computer Mathematics (February 2023)