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Journal: Mathematics, 2024
Volume: 12
Number: 3779

Article: Leveraging Bayesian Quadrature for Accurate and Fast Credit Valuation Adjustment Calculations
Authors: by Noureddine Lehdili, Pascal Oswald and Othmane Mirinioui
Link: https://www.mdpi.com/2227-7390/12/23/3779

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