


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

manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.