In recent years, forward initial margin has attracted the attention of practitioners and academics. From a computational point of view, it poses a challenging problem as it requires the implementation of a nested Monte Carlo simulation. Abundant literature has been published on approximation...

Intro to operators, probabilities, and linear model -- Lp-approximable sequences of vectors -- Convergence of linear and quadratic forms -- Regressions with slowly varying regressors -- Spatial models -- Convergence almost everywhere -- Nonlinear models -- Tools for vector autoregressions