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Tag: concept
170 items with this tag.
Mar 22, 2026
Brenier theorem
concept
Mar 22, 2026
Hedging Valuation Adjustment
concept
Mar 22, 2026
imaginary volatility
concept
Mar 22, 2026
multi-asset HVA trace formulation
concept
Mar 22, 2026
new trade HVA
concept
Mar 22, 2026
originating desk HVA vs XVA desk HVA
concept
Mar 22, 2026
Kantorovich duality
concept
Mar 22, 2026
OT displacement interpolation is the rectified flow fixed point
concept
Mar 22, 2026
Wasserstein distance
concept
Mar 22, 2026
closeout HVA
concept
Mar 22, 2026
credit cross-gamma
concept
Mar 22, 2026
drag HVA
concept
Mar 22, 2026
friction rate
concept
Mar 22, 2026
super-contingency multiplier
concept
Mar 22, 2026
rectified flow
concept
Mar 22, 2026
Benamou-Brenier formula
concept
Mar 22, 2026
displacement interpolation
concept
Mar 22, 2026
conditional stochastic optimal control
concept
Mar 22, 2026
feedback optimal control via Riccati equation
concept
Mar 22, 2026
finiteness and solvability of stochastic LQ problems
concept
Mar 22, 2026
generalized Schrödinger bridge
concept
Mar 22, 2026
linear Hamiltonian system
concept
Mar 22, 2026
mean-variance portfolio selection
concept
Mar 22, 2026
self-financing condition for funding and collateral
concept
Mar 22, 2026
stochastic LQ optimal control
concept
Mar 22, 2026
conditional flow matching
concept
Mar 22, 2026
conditional probability path
concept
Mar 22, 2026
exponential utility BSDE
concept
Mar 22, 2026
stochastic interpolant
concept
Mar 22, 2026
gradient residual
concept
Mar 22, 2026
convex fairness regularizer
concept
Mar 22, 2026
fair unlearning
concept
Mar 22, 2026
feature injection test
concept
Mar 22, 2026
influence on bias
concept
Mar 22, 2026
loss perturbation
concept
Mar 22, 2026
statistical indistinguishability
concept
Mar 22, 2026
Schrodinger bridge
concept
Mar 22, 2026
stochastic Riccati equation
concept
Mar 22, 2026
Rényi unlearning
concept
Mar 22, 2026
W-infinity distance tracking
concept
Mar 22, 2026
XVA overlay on front-office hedge
concept
Mar 22, 2026
HJB equation for XVA under P
concept
Mar 22, 2026
nonlinear Feynman-Kac formula
concept
Mar 22, 2026
privacy amplification by iteration
concept
Mar 22, 2026
XVA perturbative expansion
concept
Mar 22, 2026
book-funding cost in XVA
concept
Mar 22, 2026
(f,g)-transform
concept
Mar 22, 2026
Fisher information
concept
Mar 22, 2026
Monte Carlo exposure simulation
concept
Mar 22, 2026
OIS discounting and collateral discounting
concept
Mar 22, 2026
RDP to epsilon-delta DP conversion
concept
Mar 22, 2026
Renyi differential privacy definition
concept
Mar 22, 2026
Schrödinger potentials
concept
Mar 22, 2026
Schrödinger system
concept
Mar 22, 2026
bilateral CVA
concept
Mar 22, 2026
boundedness - Hu
concept
Mar 22, 2026
capital value adjustment
concept
Mar 22, 2026
collateral value adjustment
concept
Mar 22, 2026
counterparty credit risk
concept
Mar 22, 2026
credit value adjustment
concept
Mar 22, 2026
debt value adjustment
concept
Mar 22, 2026
entropic interpolation
concept
Mar 22, 2026
epsilon-delta differential privacy
concept
Mar 22, 2026
expected positive exposure
concept
Mar 22, 2026
exposure at default
concept
Mar 22, 2026
funding value adjustment
concept
Mar 22, 2026
margin period of risk
concept
Mar 22, 2026
margin value adjustment
concept
Mar 22, 2026
optimal transport with prior
concept
Mar 22, 2026
potential future exposure
concept
Mar 22, 2026
replacement cost and credit exposure
concept
Mar 22, 2026
xVA desk operations
concept
Mar 22, 2026
xVA hedging strategies
concept
Mar 22, 2026
Γ-convergence of Schrödinger to Monge-Kantorovich
concept
Mar 22, 2026
A posteriori error bounds for neural network BSDE solvers
concept
Mar 22, 2026
XVA decomposition
concept
Mar 22, 2026
arbitrage-free pricing under funding costs
concept
Mar 22, 2026
close-out convention and collateral rehypothecation
concept
Mar 22, 2026
comparison theorem for BSDEs
concept
Mar 22, 2026
curse of dimensionality in PDE computation
concept
Mar 22, 2026
differential rates problem
concept
Mar 22, 2026
no-arbitrage pricing under funding costs
concept
Mar 22, 2026
nonlinear BSDE with jumps
concept
Mar 22, 2026
progressively enlarged filtration
concept
Mar 22, 2026
stochastic control formulation of PDEs
concept
Mar 22, 2026
structural credit model
concept
Mar 22, 2026
viscosity solution for semilinear PDE
concept
Mar 22, 2026
wrong-way risk in xVA
concept
Mar 22, 2026
BSDE with random horizon
concept
Mar 22, 2026
XVA decomposition into valuation adjustment terms
concept
Mar 22, 2026
xVA BSDE decomposition
concept
Mar 22, 2026
entropy-regularized optimal transport
concept
Mar 22, 2026
Schrödinger bridge
concept
Mar 22, 2026
Doob h-transform
concept
Mar 22, 2026
Nelson's osmotic velocity
concept
Mar 22, 2026
hockey-stick divergence
concept
Mar 22, 2026
RDP composition theorem
concept
Mar 22, 2026
Renyi unlearning definition
concept
Mar 22, 2026
Gaussian mechanism
concept
Mar 22, 2026
certified approximate unlearning
concept
Mar 22, 2026
Markov kernel contraction
concept
Mar 22, 2026
noisy SGD privacy analysis
concept
Mar 22, 2026
contraction coefficient
concept
Mar 22, 2026
amplification by mixing
concept
Mar 22, 2026
shifted Renyi divergence
concept
Mar 22, 2026
portmanteau theorem
concept
Mar 22, 2026
tightness
concept
Mar 22, 2026
weak convergence of measures
concept
Mar 22, 2026
Hahn-Jordan decomposition
concept
Mar 22, 2026
mass preserving condition
concept
Mar 22, 2026
Prokhorov metric
concept
Mar 22, 2026
Renyi divergence
concept
Mar 22, 2026
Renyi divergence and KL relationship
concept
Mar 22, 2026
data processing inequality for Renyi divergence
concept
Mar 22, 2026
hockey-stick divergence for Gaussians
concept
Mar 22, 2026
advanced composition theorem
concept
Mar 22, 2026
E-gamma divergence contraction
concept
Mar 22, 2026
sensitivity
concept
Mar 22, 2026
approximate unlearning
concept
Mar 22, 2026
debiasing strategies for skin lesion analysis
concept
Mar 22, 2026
exact unlearning
concept
Mar 22, 2026
W-infinity distance tracking for unlearning
concept
Mar 22, 2026
robust AUROC
concept
Mar 22, 2026
spatial specificity
concept
Mar 22, 2026
PNSGD for certified unlearning
concept/method
Mar 22, 2026
model quantization for unlearning
concept/method
Mar 22, 2026
randomized gradient smoothing
concept/method
Mar 22, 2026
sequential certified unlearning
concept
Mar 22, 2026
LiSSA for inverse Hessian approximation
concept/method
Mar 22, 2026
local convex approximation for certified unlearning
concept
Mar 22, 2026
unbounded unlearning
concept
Mar 22, 2026
deletion capacity
concept
Mar 22, 2026
unlearning isomorphism
concept
Mar 22, 2026
shortcut learning
concept
Mar 22, 2026
global spurious mutual information
concept
Mar 22, 2026
certified pixel-level unlearning
concept
Mar 22, 2026
submetric space
concept
Mar 22, 2026
control variate for deep BSDE
concept
Mar 22, 2026
total variation
concept
Mar 21, 2026
holding costs
concept
Mar 21, 2026
no-trade region
concept
Mar 21, 2026
heterogeneous beliefs
concept
Mar 21, 2026
FBSDE equilibrium characterisation
concept
Mar 21, 2026
utility loss from transaction costs
concept
Mar 21, 2026
liquidity premium
concept
Mar 21, 2026
quadratic transaction costs
concept
Mar 21, 2026
effective convergence
concept
Mar 21, 2026
Gromov-weak topology
concept
Mar 21, 2026
loose convergence
concept
Mar 21, 2026
almost basic convergence
concept
Mar 21, 2026
basic convergence
concept
Mar 21, 2026
vague convergence
concept
Mar 21, 2026
selection bias
concept
Mar 21, 2026
James-Stein estimation
concept
Mar 21, 2026
empirical Bayes information
concept
Mar 21, 2026
generalized Tweedie's formula
concept
Mar 21, 2026
reciprocal class
concept
Mar 21, 2026
Markovian projection
concept
Mar 21, 2026
learned reverse process variance
concept
Mar 21, 2026
cosine noise schedule
concept
Mar 21, 2026
reverse-time SDE
concept
Mar 21, 2026
VE-SDE and VP-SDE
concept
Mar 21, 2026
score matching
concept
Mar 21, 2026
probability flow ODE
concept
Mar 21, 2026
non-anticipative semimartingale representation
concept
Mar 21, 2026
Poisson random bridge
concept
Mar 21, 2026
Brownian random bridge
concept
Mar 21, 2026
Lévy random bridge
concept
Mar 21, 2026
Concept Template
concept
Mar 21, 2026
Problem Template
concept/problem