ANDERSSON, Kristoffer Herbert
ANDERSSON, Kristoffer Herbert
DIPARTIMENTO DI SCIENZE ECONOMICHE
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A deep solver for backward stochastic Volterra integral equations
2025-01-01 Andersson, Kristoffer Herbert; Andrés Garcia Trillos, Camilo; Gnoatto, Alessandro
Multi-Layer Deep xVA: Structural Credit Models, Measure Changes and Convergence Analysis
2025-01-01 Andersson, Kristoffer; Gnoatto, Alessandro
Titolo | Data di pubblicazione | Autore(i) | File |
---|---|---|---|
A deep solver for backward stochastic Volterra integral equations | 1-gen-2025 | Andersson, Kristoffer Herbert; Andrés Garcia Trillos, Camilo; Gnoatto, Alessandro | |
Multi-Layer Deep xVA: Structural Credit Models, Measure Changes and Convergence Analysis | 1-gen-2025 | Andersson, Kristoffer; Gnoatto, Alessandro |