Quant Letter: February 2025, Week-4
Weekly (81st Edition)
ArXiv
Finance
Multi-Layer Deep xVA: The article suggests a new model for portfolio valuation adjustments that uses a deep BSDE approach to handle each layer separately, making it more computationally efficient and adaptable to complex portfolios. (2025-02-20, shares: 20)
Predicting Bond Yields: The paper introduces a new method for predicting bond yields u…
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