Efficient Least Squares Monte-Carlo Technique for PFE/EE Calculations
收藏DataCite Commons2025-01-03 更新2025-04-16 收录
下载链接：
https://service.tib.eu/ldmservice/dataset/e92db768-e464-4e6e-b406-cef02d0bd0cb
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资源简介：
The Least Squares Monte-Carlo Technique for PFE/EE Calculations dataset contains regression-based method to speed up exposure calculations of a portfolio.
提供机构：
TIB
创建时间：
2025-01-03
