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Accelerated computations of sensitivities for xVA*.

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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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Header DbId: aci
DbLabel: Applied Science & Technology Source
An: 179146977
AccessLevel: 2
PubType: Academic Journal
PubTypeId: academicJournal
PreciseRelevancyScore: 0
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  Data: Accelerated computations of sensitivities for xVA*.
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  Data: <searchLink fieldCode="JN" term="%22International+Journal+of+Computer+Mathematics%22">International Journal of Computer Mathematics</searchLink>; Aug2024, Vol. 101 Issue 8, p842-864, 23p
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=aci&AN=179146977
RecordInfo BibRecord:
  BibEntity:
    Identifiers:
      – Type: doi
        Value: 10.1080/00207160.2023.2203277
    Languages:
      – Code: eng
        Text: English
    PhysicalDescription:
      Pagination:
        PageCount: 23
        StartPage: 842
    Titles:
      – TitleFull: Accelerated computations of sensitivities for xVA*.
        Type: main
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      – PersonEntity:
          Name:
            NameFull: Deelstra, Griselda
      – PersonEntity:
          Name:
            NameFull: Grzelak, Lech A.
      – PersonEntity:
          Name:
            NameFull: Wolf, Felix L.
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          Dates:
            – D: 01
              M: 08
              Text: Aug2024
              Type: published
              Y: 2024
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              Value: 101
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              Value: 8
          Titles:
            – TitleFull: International Journal of Computer Mathematics
              Type: main
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