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"Rating Triggers for Collateral-Inclusive XVA via Machine Learning and SDEs ..."

Kevin Kamm, Michelle Muniz (2022)

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DOI: 10.48550/ARXIV.2211.00326

access: open

type: Informal or Other Publication

metadata version: 2022-11-04

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  - journals/corr/abs-2211-00326
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  - https://dblp.org/rec/journals/corr/abs-2211-00326
Kevin Kamm, Michelle Muniz:
Rating Triggers for Collateral-Inclusive XVA via Machine Learning and SDEs on Lie Groups. CoRR abs/2211.00326 (2022)

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