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Dimension-Reduced Cosine Expansions via Tensor Decomposition: Methodology and Applications to Credit Exposure Quantification

Fuente: arXiv

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Détails bibliographiques
Auteurs principaux:	Mast, Gijs, Fang, Fang, Shen, Xiaoyu, Brands, Marnix
Format:	Preprint
Publié:	2023
Sujets:	Computational Finance 91-08
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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