Sfoglia per Autore
A Fully Quantization-based Scheme for FBSDEs
2023-01-01 Callegaro, Giorgia; Gnoatto, Alessandro; Grasselli, Martino
Deep xVA solver - A neural network based counterparty credit risk management framework
2023-01-01 Gnoatto, Alessandro; Picarelli, Athena; Reisinger, Christoph
CBI-time-changed Lévy processes
2023-01-01 Fontana, Claudio; Gnoatto, Alessandro; Szulda, Guillaume
Cross-Currency Heath-Jarrow-Morton Framework in the Multiple-Curve Setting
2023-01-01 Gnoatto, Alessandro; Lavagnini, Silvia
Titolo | Data di pubblicazione | Autore(i) | File |
---|---|---|---|
A Fully Quantization-based Scheme for FBSDEs | 1-gen-2023 | Callegaro, Giorgia; Gnoatto, Alessandro; Grasselli, Martino | |
Deep xVA solver - A neural network based counterparty credit risk management framework | 1-gen-2023 | Gnoatto, Alessandro; Picarelli, Athena; Reisinger, Christoph | |
CBI-time-changed Lévy processes | 1-gen-2023 | Fontana, Claudio; Gnoatto, Alessandro; Szulda, Guillaume | |
Cross-Currency Heath-Jarrow-Morton Framework in the Multiple-Curve Setting | 1-gen-2023 | Gnoatto, Alessandro; Lavagnini, Silvia |
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