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The Xva Challenge: Counterparty Credit Risk, Funding, Collateral and Capital
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The Xva Challenge: Counterparty Credit Risk, Funding, Collateral and Capital (2015)The Xva Challenge: Counterparty Credit Ri…A deep learning approach for computations of exposure profiles for high-dimensional Bermudan options (2021)A deep learning approach for …A Theory of the Term Structure of Interest Rates (1985)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Monte Carlo Methods in Financial Engineering (2003)
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  • 2021A deep learning approach for computations of exposure profiles for high-dimensional Bermudan options20 cited

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