An SGBM-XVA demonstrator: a scalable Python tool for pricing XVA
type: Item
instance of: scholarly article
title: An SGBM-XVA demonstrator: a scalable Python tool for pricing XVA
zbMATH Open document ID: 1471.91617
author: K. W. Chau
author: J. M. Tang
author: Cornelis W. Oosterlee
published in: Journal of Mathematics in Industry
publication date: 2021-09-09T00:00:00Z
Mathematics Subject Classification ID: 91G60
Mathematics Subject Classification ID: 65C05
Mathematics Subject Classification ID: 91G20
zbMATH DE Number: 7393463
zbMATH Keywords: SGBM
zbMATH Keywords: XVA
zbMATH Keywords: CUDA python
MaRDI profile type: Publication
full work available at URL: s13362-020-00073-5
OpenAlex ID: W3009327968
Wikidata QID: Q113241741
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DOI: 10.1186/S13362-020-00073-5
description: scientific article; zbMATH DE number 7393463