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~isPartOf:"International journal of theoretical and applied finance"
~type:"article"
~type_genre:"Konferenzbeitrag"
~type_genre:"Working Paper"
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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
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