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Neural network expression rates and applications of the deep parametric PDE method in counterparty credit risk

Published Online: 2023-04-13

Published Print: 2024-05

Authors

Glau, Kathrin

Wunderlich, Linus https://orcid.org/0000-0003-1763-8636
Funding

Funding for this research was provided by:

Engineering and Physical Sciences Research Council (EP/T004738/1)
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Text and Data Mining valid from 2023-04-13

Version of Record valid from 2023-04-13
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Article History

Accepted: 20 March 2023

First Online: 13 April 2023

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