Deep xVA solver -- A neural network based counterparty credit risk management framework

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Date

May 6, 2020

Identifier
Source

arXiv

Collection

arXiv

Organization

Cornell University


Keywords

Quantitative Finance - Mathematical Finance Quantitative Finance - Computational Finance Quantitative Finance - Pricing of Securities Quantitative Finance - Risk Management


Cite this document

Alessandro Gnoatto et al., « Deep xVA solver -- A neural network based counterparty credit risk management framework », arXiv, ID : 10670/1.n3r5nr


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