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Editor's Blog

CCR KVA Relief Through CVA, Homotopy Analysis for SABR and XVA, R for ML: Self Organising Maps for Risk Analysis

7th January 2019 Editor 0

In ‘CCR KVA Relief through CVA: a Regression-based Monte Carlo Approach’, published in the January 2019 issue of Wilmott Magazine,  Christoph M. Puetter, Stefano Renzitti, Allan Cowan present and examine, by example of a USD […]

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