Pathwise CVA regressions with oversimulated defaults (Q6078661)
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scientific article; zbMATH DE number 7743104
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pathwise CVA regressions with oversimulated defaults |
scientific article; zbMATH DE number 7743104 |
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Pathwise CVA regressions with oversimulated defaults (English)
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28 September 2023
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hierarchical simulation
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machine learning
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neural net regression
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X-valuation adjustment (XVA)
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