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Accelerated computations of sensitivities for xVA*.

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Bibliographic Details
Title: Accelerated computations of sensitivities for xVA*.
Authors: Deelstra, Griselda1, Grzelak, Lech A.2,3, Wolf, Felix L.1, Felix.Wolf@ulb.be
Source: International Journal of Computer Mathematics; Aug2024, Vol. 101 Issue 8, p842-864, 23p
Database: Applied Science & Technology Source
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Description
ISSN:00207160
DOI:10.1080/00207160.2023.2203277