Neural Networks for Portfolio-Level Risk Management: Portfolio Compression, Static Hedging, Counterparty Credit Risk Exposures and Impact on Capital Requirement von Dhandapani, Vikranth Lokeshwar, Jain, Shashi

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Optimizing Neural Networks for Bermudan Option Pricing: Convergence Acceleration, Future Exposure Evaluation and Interpolation in Counterparty Credit Risk von Dhandapani, Vikranth Lokeshwar, Jain, Shashi

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Data-driven Approach for Static Hedging of Exchange Traded Options von Dhandapani, Vikranth Lokeshwar, Jain, Shashi

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Neural Networks for Portfolio-Level Risk Management: Portfolio Compression, Static Hedging, Counterparty Credit Risk Exposures and Impact on Capital Requirement von Vikranth Lokeshwar Dhandapani, Jain, Shashi

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Optimizing Neural Networks for Bermudan Option Pricing: Convergence Acceleration, Future Exposure Evaluation and Interpolation in Counterparty Credit Risk von Vikranth Lokeshwar Dhandapani, Jain, Shashi

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Data-driven Approach for Static Hedging of Exchange Traded Options von Vikranth Lokeshwar Dhandapani, Jain, Shashi

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