Bouazza Saadeddine

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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
Statistical learning of value-at-risk and expected shortfall
Mathematical Finance
2026-01-26Paper
Pathwise CVA regressions with oversimulated defaults
Mathematical Finance
2023-09-28Paper
XVA analysis from the balance sheet
Quantitative Finance
2021-12-01Paper


Research outcomes over time


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