Deep xVA solver
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Software:1351440
swMATH43065MaRDI QIDQ1351440FDOQ1351440
Author name not available (Why is that?)
Source code repository: https://github.com/AlessandroGnoatto/Deep-xVA-Solver
Cited In (5)
- Approximate value adjustments for European claims
- A new efficient approximation scheme for solving high-dimensional semilinear PDEs: control variate method for deep BSDE solver
- Title not available (Why is that?)
- The deep parametric PDE method and applications to option pricing
- Algorithms for solving high dimensional PDEs: from nonlinear Monte Carlo to machine learning
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