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2. An Explicit Scheme for Pathwise XVA Computations. (2024). Cr, St'Ephane ; Abbas-Turki, Lokman ; Saadeddine, Bouazza ; Li, Botao.
   In: Papers.
   RePEc:arx:papers:2401.13314.

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1. Multi-Layer Deep xVA: Structural Credit Models, Measure Changes and Convergence Analysis. (2025). Andersson, Kristoffer ; Gnoatto, Alessandro.
   In: Papers.
   RePEc:arx:papers:2502.14766.

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2. Handling model risk with XVAs. (2024). Crpey, Stphane ; Bnzet, Cyril.
   In: Post-Print.
   RePEc:hal:journl:hal-03675291.

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3. CVA Sensitivities, Hedging and Risk. (2024). Cr, St'Ephane ; Nguyen, Hoang ; Saadeddine, Bouazza ; Li, Botao.
   In: Papers.
   RePEc:arx:papers:2407.18583.

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4. On Deep Learning for computing the Dynamic Initial Margin and Margin Value Adjustment. (2024). Villarino, Joel P ; 'Alvaro Leitao, .
   In: Papers.
   RePEc:arx:papers:2407.16435.

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5. An Explicit Scheme for Pathwise XVA Computations. (2024). Cr, St'Ephane ; Abbas-Turki, Lokman ; Saadeddine, Bouazza ; Li, Botao.
   In: Papers.
   RePEc:arx:papers:2401.13314.

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6. Provisions and Economic Capital for Credit Losses. (2024). Cr, St'Ephane ; Bastide, Dorinel.
   In: Papers.
   RePEc:arx:papers:2401.07728.

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7. Pathwise CVA Regressions With Oversimulated Defaults. (2023). Crepey, Stephane ; Abbas-Turki, Lokman A ; Saadeddine, Bouazza.
   In: Post-Print.
   RePEc:hal:journl:hal-03910149.

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8. XVA in a multi-currency setting with stochastic foreign exchange rates. (2023). Simonella, Roberta ; Vazquez, Carlos.
   In: Mathematics and Computers in Simulation (MATCOM).
   RePEc:eee:matcom:v:207:y:2023:i:c:p:59-79.

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9. Pathwise CVA regressions with oversimulated defaults. (2023). Crepey, Stephane ; Abbasturki, Lokman A ; Saadeddine, Bouazza.
   In: Mathematical Finance.
   RePEc:bla:mathfi:v:33:y:2023:i:2:p:274-307.

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10. Stability of backward stochastic differential equations: the general case. (2023). Possamai, Dylan ; Papapantoleon, Antonis ; Saplaouras, Alexandros.
    In: Papers.
    RePEc:arx:papers:2107.11048.

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11. Sparse grid method for highly efficient computation of exposures for xVA. (2022). Grzelak, Lech A.
    In: Applied Mathematics and Computation.
    RePEc:eee:apmaco:v:434:y:2022:i:c:s0096300322005203.

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12. Pathwise CVA Regressions With Oversimulated Defaults. (2022). Cr, St'Ephane ; Abbas-Turki, Lokman ; Saadeddine, Bouazza.
    In: Papers.
    RePEc:arx:papers:2211.17005.

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13. Sparse Grid Method for Highly Efficient Computation of Exposures for xVA. (2022). Grzelak, Lech.
    In: Papers.
    RePEc:arx:papers:2104.14319.

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14. Deep xVA solver -- A neural network based counterparty credit risk management framework. (2022). Gnoatto, Alessandro ; Reisinger, Christoph ; Picarelli, Athena.
    In: Papers.
    RePEc:arx:papers:2005.02633.

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15. XVA Analysis From the Balance Sheet. (2021). Albanese, Claudio ; Crepey, Stephane ; Hoskinson, Rodney ; Saadeddine, Bouazza.
    In: Post-Print.
    RePEc:hal:journl:hal-03910125.

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16. Deep xVA solver - A neural network based counterparty credit risk management framework. (2020). Gnoatto, Alessandro ; Reisinger, Christoph ; Picarelli, Athena.
    In: Working Papers.
    RePEc:ver:wpaper:07/2020.

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17. Gaussian process regression for derivative portfolio modeling and application to credit valuation adjustment computations. (2020). Crepey, Stephane ; Dixon, Matthew F.
    In: Post-Print.
    RePEc:hal:journl:hal-03910109.

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18. Wealth Transfers, Indifference Pricing, and XVA Compression Schemes. (2020). Albanese, Claudio ; Crepey, Stephane ; Chataigner, Marc.
    In: Post-Print.
    RePEc:hal:journl:hal-03910047.

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19. XVA Analysis From the Balance Sheet. (2020). Albanese, Claudio ; Crepey, Stephane ; Hoskinson, Rodney ; Saadeddine, Bouazza.
    In: Papers.
    RePEc:arx:papers:2009.00368.

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20. Gaussian Process Regression for Derivative Portfolio Modeling and Application to CVA Computations. (2019). Cr, St'Ephane ; Dixon, Matthew.
    In: Papers.
    RePEc:arx:papers:1901.11081.

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