XVA PRINCIPLES, NESTED MONTE CARLO STRATEGIES, AND GPU OPTIMIZATIONS (Q4686502)
From MaRDI portal
scientific article; zbMATH DE number 6950458
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | XVA PRINCIPLES, NESTED MONTE CARLO STRATEGIES, AND GPU OPTIMIZATIONS |
scientific article; zbMATH DE number 6950458 |
Statements
XVA PRINCIPLES, NESTED MONTE CARLO STRATEGIES, AND GPU OPTIMIZATIONS (English)
0 references
10 October 2018
0 references
X-valuation adjustment (XVA)
0 references
nested Monte Carlo (NMC)
0 references
graphics processing units (GPU)
0 references
