Deep learning for CVA computations of large portfolios of financial derivatives (Q2244169)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Deep learning for CVA computations of large portfolios of financial derivatives |
scientific article |
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Deep learning for CVA computations of large portfolios of financial derivatives (English)
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11 November 2021
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portfolio CVA
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expected shortfall
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WWR
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Bermudan options
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deep learning
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