Author:
Crépey Stéphane,Rahal Abdallh
Funder
The research of this author benefited from the support of the ‘chaire risque de crédit’ and the ‘chaire marchés en mutation’, Fédération Bancaire Françcaise.
Subject
Statistics and Probability
Cited by
1 articles.
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1. XVA PRINCIPLES, NESTED MONTE CARLO STRATEGIES, AND GPU OPTIMIZATIONS;International Journal of Theoretical and Applied Finance;2018-09