default search action
"XVA modelling: validation, performance and model risk management."
Lorenzo Silotto, Marco Scaringi, Marco Bianchetti (2024)
- Lorenzo Silotto, Marco Scaringi, Marco Bianchetti:
XVA modelling: validation, performance and model risk management. Ann. Oper. Res. 336(1-2): 183-274 (2024)
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.