Computing XVA for American basket derivatives by machine learning techniques.
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- Computational Management Science, 2025, v. 22, n. 2, p. 1, doi. 10.1007/s10287-025-00540-7
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- Publication type:
- Article
Works matching IS 1619697X AND DT 2025 AND VI 22 AND IP 2
Results: 6
1
2
A return-diversification approach to portfolio selection.
- Published in:
- Computational Management Science, 2025, v. 22, n. 2, p. 1, doi. 10.1007/s10287-025-00538-1
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- Publication type:
- Article
3
Competitive product ranking algorithms and digital market laws.
- Published in:
- Computational Management Science, 2025, v. 22, n. 2, p. 1, doi. 10.1007/s10287-025-00537-2
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- Publication type:
- Article
4
Fairness by design in shared-energy allocation problems.
- Published in:
- Computational Management Science, 2025, v. 22, n. 2, p. 1, doi. 10.1007/s10287-025-00532-7
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- Publication type:
- Article
5
A novel regime-switching commodity pricing model with stochastic convenience yield.
- Published in:
- Computational Management Science, 2025, v. 22, n. 2, p. 1, doi. 10.1007/s10287-025-00536-3
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- Publication type:
- Article
6
Sparse graphical modelling for global minimum variance portfolio.
- Published in:
- Computational Management Science, 2025, v. 22, n. 2, p. 1, doi. 10.1007/s10287-025-00535-4
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- Publication type:
- Article