Deep learning for CVA computations of large portfolios of financial derivatives

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Authors: Kristoffer Andersson; Cornelis W. Oosterlee; Cornelis W. Oosterlee

Journal title: Applied Mathematics and Computation

Journal number: 409

Journal publisher: Elsevier BV

Published year: 2021

Published pages: 126399

DOI identifier: 10.48550/arxiv.2010.13843

ISSN: 0096-3003