Computing XVA for American basket derivatives by machine learning techniques

@article{ludovic2025,
  title        = {{Computing XVA for American basket derivatives by machine learning techniques}},
  author       = {Ludovic Goudenège et al.},
  journal      = {Computational Management Science},
  year         = {2025},
  doi          = {https://doi.org/https://doi.org/10.1007/s10287-025-00540-7},
}

TY  - JOUR
TI  - Computing XVA for American basket derivatives by machine learning techniques
AU  - al., Ludovic Goudenège et
JO  - Computational Management Science
PY  - 2025
ER  -

Ludovic Goudenège et al. (2025). Computing XVA for American basket derivatives by machine learning techniques. *Computational Management Science*. https://doi.org/https://doi.org/10.1007/s10287-025-00540-7

Ludovic Goudenège et al.. "Computing XVA for American basket derivatives by machine learning techniques." *Computational Management Science* (2025). https://doi.org/https://doi.org/10.1007/s10287-025-00540-7.

Computing XVA for American basket derivatives by machine learning techniques
Ludovic Goudenège et al. · Computational Management Science · 2025
https://doi.org/https://doi.org/10.1007/s10287-025-00540-7