Babacar Diallo

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Stochastic approximation schemes for economic capital and risk margin computations
ESAIM: Proceedings and Surveys
2019-07-11Paper
XVA principles, nested Monte Carlo strategies, and GPU optimizations
International Journal of Theoretical and Applied Finance
2018-10-10Paper


Research outcomes over time


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