swMATH43065MaRDI QIDQ1351440FDOQ1351440
Author name not available (Why is that?)
Official website: https://arxiv.org/abs/2005.02633
Source code repository: https://github.com/AlessandroGnoatto/Deep-xVA-Solver
Cited In (6)
- 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
- QuantLib
- Algorithms for solving high dimensional PDEs: from nonlinear Monte Carlo to machine learning
This page was built for software: Deep xVA solver
