Deep xVA Solver: A Neural Network–Based Counterparty Credit Risk Management Framework (Q6159074)
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scientific article; zbMATH DE number 7691061
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Deep xVA Solver: A Neural Network–Based Counterparty Credit Risk Management Framework |
scientific article; zbMATH DE number 7691061 |
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Deep xVA Solver: A Neural Network–Based Counterparty Credit Risk Management Framework (English)
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1 June 2023
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CVA
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DVA
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FVA
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ColVA
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xVA
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EPE
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collateral
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xVA hedging
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deep BSDE solver
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neural networks
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