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Lorenzo Silotto
ORCID
Publication Activity (10 Years)
Years Active: 2024-2024
Publications (10 Years): 1
Top Topics
Data Sets
Risk Management
Probability Distribution
Top Venues
Ann. Oper. Res.
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Publications
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Lorenzo Silotto
,
Marco Scaringi
,
Marco Bianchetti
XVA modelling: validation, performance and model risk management.
Ann. Oper. Res.
336 (1-2) (2024)