An SGBM-XVA demonstrator: a scalable Python tool for pricing XVA (Q1980957)

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scientific article; zbMATH DE number 7393463
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An SGBM-XVA demonstrator: a scalable Python tool for pricing XVA
scientific article; zbMATH DE number 7393463

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    An SGBM-XVA demonstrator: a scalable Python tool for pricing XVA (English)
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    9 September 2021
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    SGBM
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    XVA
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    CUDA python
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