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2211.00326
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Rating Triggers for Collateral-Inclusive XVA via Machine Learning and SDEs on Lie Groups
1 November 2022
Kevin Kamm
M. Muniz
Re-assign community
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Papers citing
"Rating Triggers for Collateral-Inclusive XVA via Machine Learning and SDEs on Lie Groups"
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Title
A novel approach to rating transition modelling via Machine Learning and SDEs on Lie groups
Kevin Kamm
M. Muniz
43
3
0
31 May 2022
1