An overview of the space of measures and related differential calculus
Published:
In this blog post, we will focus on the some analysis on the space of probability measures as it is the main technical component arising in Mc-Kean Vlasov SDEs.
Blog posts
2025
2024
Efficient XVA computation using supervised learning algorithms
Published:
We will show how supervised learning algorithms can help to handle the main issues of the computations of XVAs.