Deep xVA Solver – A Neural Network Based Counterparty Credit Risk Management Framework
Year of publication: |
2020
|
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Authors: | Gnoatto, Alessandro |
Other Persons: | Reisinger, Christoph (contributor) ; Picarelli, Athena (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Finanzdienstleistung | Financial services | Risikomanagement | Risk management | Neuronale Netze | Neural networks | Kreditrisiko | Credit risk |
Extent: | 1 Online-Ressource (25 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 6, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3594076 [DOI] |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing ; C63 - Computational Techniques |
Source: | ECONIS - Online Catalogue of the ZBW |
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