"Sparse grid method for highly efficient computation of exposures for xVA."

Lech A. Grzelak (2022)

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DOI: 10.1016/J.AMC.2022.127446

access: open

type: Journal Article

metadata version: 2023-02-28

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Lech A. Grzelak:
Sparse grid method for highly efficient computation of exposures for xVA. Appl. Math. Comput. 434: 127446 (2022)

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