"Computing XVA for American basket derivatives by machine learning techniques."

Ludovic Goudenège, Andrea Molent, Antonino Zanette (2025)

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DOI: 10.1007/S10287-025-00540-7

access: closed

type: Journal Article

metadata version: 2025-09-07

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Ludovic Goudenège, Andrea Molent, Antonino Zanette:
Computing XVA for American basket derivatives by machine learning techniques. Comput. Manag. Sci. 22(2): 13 (2025)

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