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Rating Triggers for Collateral-Inclusive XVA via Machine Learning and
  SDEs on Lie Groups

Rating Triggers for Collateral-Inclusive XVA via Machine Learning and SDEs on Lie Groups

1 November 2022
Kevin Kamm
M. Muniz
ArXiv (abs)PDFHTML

Papers citing "Rating Triggers for Collateral-Inclusive XVA via Machine Learning and SDEs on Lie Groups"

1 / 1 papers shown
Title
A novel approach to rating transition modelling via Machine Learning and
  SDEs on Lie groups
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