Computing XVA for American basket derivatives by machine learning techniques
Crossref DOI link: https://doi.org/10.1007/s10287-025-00540-7
Published Online: 2025-08-08
Published Print: 2025-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Goudenège, Ludovic
Molent, Andrea
Zanette, Antonino
Text and Data Mining valid from 2025-08-08
Version of Record valid from 2025-08-08
Article History
Received: 4 March 2024
Accepted: 29 July 2025
First Online: 8 August 2025
Declarations
:
: The authors declare no Conflict of interest.