"Deep xVA Solver: A Neural Network-Based Counterparty Credit Risk ..."

Alessandro Gnoatto, Athena Picarelli, Christoph Reisinger (2023)

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DOI: 10.1137/21M1457606

access: closed

type: Journal Article

metadata version: 2023-05-17

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Alessandro Gnoatto, Athena Picarelli, Christoph Reisinger:
Deep xVA Solver: A Neural Network-Based Counterparty Credit Risk Management Framework. SIAM J. Financial Math. 14(1): 314-352 (2023)

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