Accelerated computations of sensitivities for xVA. - Griselda Deelstra; Lech A. Grzelak; Felix L. Wolf (Int. J. Comput. Math., 2024)

Consistent asset modelling with random coefficients and switches between regimes. - Felix L. Wolf; Griselda Deelstra; Lech A. Grzelak (Math. Comput. Simul., 2024)