XVA PRINCIPLES, NESTED MONTE CARLO STRATEGIES, AND GPU OPTIMIZATIONS (Q4686502)
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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 |
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XVA PRINCIPLES, NESTED MONTE CARLO STRATEGIES, AND GPU OPTIMIZATIONS (English)
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10 October 2018
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X-valuation adjustment (XVA)
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nested Monte Carlo (NMC)
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graphics processing units (GPU)
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