Function approximations for counterparty credit exposure calculations

Fuente: arXiv

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Bibliographic Details
Main Authors:	Demeterfi, Domagoj, Glau, Kathrin, Wunderlich, Linus
Format:	Preprint
Published:	2025
Subjects:	Computational Finance
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2507.09004