A deep learning approach for computations of exposure profiles for high-dimensional Bermudan options (Q2243318): Difference between revisions
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Revision as of 19:46, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A deep learning approach for computations of exposure profiles for high-dimensional Bermudan options |
scientific article |
Statements
A deep learning approach for computations of exposure profiles for high-dimensional Bermudan options (English)
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11 November 2021
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optimal stopping
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deep learning
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expected exposure
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potential future exposure
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XVA
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