"Efficient valuation of SCR via a neural network approach."

Seyed Amir Hejazi, Kenneth R. Jackson (2017)

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DOI: 10.1016/J.CAM.2016.10.005

access: closed

type: Journal Article

metadata version: 2020-02-20

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Seyed Amir Hejazi, Kenneth R. Jackson:
Efficient valuation of SCR via a neural network approach. J. Comput. Appl. Math. 313: 427-439 (2017)

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