//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Abbas-Turki, Lokman A."
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Delta-hedging correlation risk...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
X-valuation adjustment (XVA)
2
Artificial intelligence
1
Estimation theory
1
Forecasting model
1
Künstliche Intelligenz
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Neural networks
1
Neuronale Netze
1
Prognoseverfahren
1
Regression analysis
1
Regressionsanalyse
1
Schätztheorie
1
Simulation
1
Theorie
1
Theory
1
graphics processing units (GPU)
1
hierarchical simulation
1
machine learning
1
nested Monte Carlo (NMC)
1
neural net regression
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Conference paper
1
Konferenzbeitrag
1
Language
All
English
2
Author
All
Abbas-Turki, Lokman A.
Crépey, Stéphane
48
Cousin, Areski
40
Bielecki, Tomasz R.
13
Herbertsson, Alexander
9
Albanese, Claudio
7
Laurent, Jean-Paul
7
Jeanblanc, Monique
6
Chataigner, Marc
5
Dorobantu, Diana
4
Iabichino, Stefano
4
Jiao, Ying
4
Rullière, Didier
4
Rutkowski, Marek
4
Zerbib, Olivier David
4
Carmona, René
3
Di Bernardino, Elena
3
Dixon, Matthew F.
3
Grbac, Zorana
3
Rahal, Abdallah
3
Robert, Christian Yann
3
Bernadino, Elena Di
2
CRÉPEY, STÉPHANE
2
Caenazzo, Simone
2
Douady, Raphaël
2
Kan, Yu Hang
2
Moudiki, Thierry
2
Ngor, Nathalie
2
Niang, Ibrahima
2
Planchet, Frédéric
2
Saadeddine, Bouazza
2
Ahmad, Nasir
1
Almehed, Daniel
1
Bandt, Olivier de
1
Bellini, Tiziano
1
Bernardinoy, Elena Di
1
Bielelcki, Tomasz R.
1
Bouayoun, Assad
1
Brunel, Vivien
1
CARMONA, RENÉ
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
XVA principles, nested Monte Carlo strategies, and GPU optimizations
Abbas-Turki, Lokman A.
;
Crépey, Stéphane
;
Diallo, Babacar
- In:
International journal of theoretical and applied finance
21
(
2018
)
6
,
pp. 1-40
Persistent link: https://www.econbiz.de/10011926570
Saved in:
2
Pathwise CVA regressions with oversimulated defaults
Abbas-Turki, Lokman A.
;
Crépey, Stéphane
;
Saadeddine, …
- In:
Mathematical finance : an international journal of …
33
(
2023
)
2
,
pp. 274-307
Persistent link: https://www.econbiz.de/10014278670
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->