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Financial modeling : a backward stochastic differential equations perspective
Crépey, Stéphane - 2013
Persistent link: https://www.econbiz.de/10009770436
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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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Pathwise CVA regressions with oversimulated defaults
Abbas-Turki, Lokman A.; Crépey, Stéphane; Saadeddine, … - In: Mathematical finance : an international journal of … 33 (2023) 2, pp. 274-307
Persistent link: https://www.econbiz.de/10014278670