Search Results for author:
Found 2 papers, 2 papers with code
Deep Quadratic Hedging
We present a novel computational approach for quadratic hedging in a high-dimensional incomplete market.
Deep xVA solver -- A neural network based counterparty credit risk management framework
In this paper, we present a novel computational framework for portfolio-wide risk management problems, where the presence of a potentially large number of risk factors makes traditional numerical techniques ineffective.
Cannot find the paper you are looking for? You can
Submit a new open access paper.
