{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,10,15]],"date-time":"2025-10-15T18:12:36Z","timestamp":1760551956694},"reference-count":24,"publisher":"Informa UK Limited","issue":"8","funder":[{"name":"European Union's Horizon 2020 Research and Innovation","award":["813261"],"award-info":[{"award-number":["813261"]}]}],"content-domain":{"domain":["www.tandfonline.com"],"crossmark-restriction":true},"short-container-title":["International Journal of Computer Mathematics"],"published-print":{"date-parts":[[2024,8,2]]},"DOI":"10.1080\/00207160.2023.2203277","type":"journal-article","created":{"date-parts":[[2023,4,13]],"date-time":"2023-04-13T17:46:22Z","timestamp":1681407982000},"page":"842-864","update-policy":"http:\/\/dx.doi.org\/10.1080\/tandf_crossmark_01","source":"Crossref","is-referenced-by-count":1,"title":["Accelerated computations of sensitivities for xVA*"],"prefix":"10.1080","volume":"101","author":[{"given":"Griselda","family":"Deelstra","sequence":"first","affiliation":[{"name":"Department of Mathematics, Universit\u00e9 libre de Bruxelles, Brussels, Belgium"}]},{"given":"Lech A.","family":"Grzelak","sequence":"additional","affiliation":[{"name":"Mathematical Institute, Utrecht University, Utrecht, The Netherlands"},{"name":"Rabobank, Utrecht, the Netherlands"}]},{"given":"Felix L.","family":"Wolf","sequence":"additional","affiliation":[{"name":"Department of Mathematics, Universit\u00e9 libre de Bruxelles, Brussels, Belgium"}]}],"member":"301","published-online":{"date-parts":[[2023,4,24]]},"reference":[{"key":"e_1_3_4_2_1","doi-asserted-by":"crossref","unstructured":"M. Abramowitz and I.A. Stegun Handbook of mathematical functions with formulas graphs and mathematical tables Vol. 55. US Government Printing Office 1964.","DOI":"10.1115\/1.3625776"},{"key":"e_1_3_4_3_1","doi-asserted-by":"publisher","DOI":"10.1137\/S0036144502417715"},{"key":"e_1_3_4_4_1","volume-title":"Interest Rate Models: Theory and Practice: with Smile, Inflation, and Credit","author":"Brigo D.","year":"2006","unstructured":"D. Brigo and F. Mercurio, Interest Rate Models: Theory and Practice: with Smile, Inflation, and Credit, Springer, Berlin New York, 2006."},{"key":"e_1_3_4_5_1","volume-title":"Numerical Analysis","author":"Burden R.L.","year":"2015","unstructured":"R.L. Burden, J.D. Faires, and A.M. Burden, Numerical Analysis, Cengage Learning, 2015."},{"key":"e_1_3_4_6_1","unstructured":"J. Burkardt The truncated normal distribution Department of Scientific Computing Website Florida State University 1:35 2014."},{"key":"e_1_3_4_7_1","doi-asserted-by":"publisher","DOI":"10.3233\/AF-170201"},{"key":"e_1_3_4_8_1","doi-asserted-by":"publisher","DOI":"10.1007\/s00780-018-0361-y"},{"issue":"3","key":"e_1_3_4_9_1","first-page":"1","article-title":"The Chebyshev method for the implied volatility","volume":"23","author":"Glau K.","year":"2019","unstructured":"K. Glau, P. Herold, D.B. Madan, and C. P\u00f6tz, The Chebyshev method for the implied volatility, Journal of Computational Finance 23(3) (2019), pp. 1\u201331.","journal-title":"Journal of Computational Finance"},{"key":"e_1_3_4_10_1","doi-asserted-by":"publisher","DOI":"10.1137\/18M1193001"},{"key":"e_1_3_4_11_1","doi-asserted-by":"publisher","DOI":"10.1080\/14697688.2020.1781236"},{"key":"e_1_3_4_12_1","doi-asserted-by":"crossref","unstructured":"A. Gnoatto A. Picarelli and C. Reisinger Deep xVA solver \u2013 a neural network based counterparty credit risk management framework 2020. URL https:\/\/arxiv.org\/abs\/2005.02633.","DOI":"10.2139\/ssrn.3594076"},{"key":"e_1_3_4_13_1","doi-asserted-by":"publisher","DOI":"10.1090\/S0025-5718-69-99647-1"},{"key":"e_1_3_4_14_1","doi-asserted-by":"publisher","DOI":"10.1002\/9781119161233"},{"key":"e_1_3_4_15_1","doi-asserted-by":"publisher","DOI":"10.1002\/9781119508991"},{"key":"e_1_3_4_16_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.amc.2022.127446"},{"key":"e_1_3_4_17_1","first-page":"1","article-title":"The stochastic collocation Monte Carlo sampler: highly efficient sampling from expensive distributions","volume":"19","author":"Grzelak L.A.","year":"2018","unstructured":"L.A. Grzelak, J. Witteveen, M. Su\u00e1rez-Taboada, and C. Oosterlee, The stochastic collocation Monte Carlo sampler: highly efficient sampling from expensive distributions, Quant. Finance 19 (2018), pp. 1\u201318.","journal-title":"Quant. Finance"},{"key":"e_1_3_4_18_1","doi-asserted-by":"publisher","DOI":"10.1080\/13504860500396032"},{"key":"e_1_3_4_19_1","doi-asserted-by":"publisher","DOI":"10.2139\/ssrn.2966155"},{"key":"e_1_3_4_20_1","doi-asserted-by":"publisher","DOI":"10.1093\/rfs\/3.4.573"},{"key":"e_1_3_4_21_1","doi-asserted-by":"publisher","DOI":"10.1142\/S2424786316500055"},{"key":"e_1_3_4_22_1","doi-asserted-by":"publisher","DOI":"10.1093\/rfs\/14.1.113"},{"key":"e_1_3_4_23_1","doi-asserted-by":"publisher","DOI":"10.1142\/q0236"},{"key":"e_1_3_4_24_1","doi-asserted-by":"publisher","DOI":"10.1137\/1.9781611975949"},{"key":"e_1_3_4_25_1","doi-asserted-by":"publisher","DOI":"10.1137\/040615201"}],"container-title":["International Journal of Computer Mathematics"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.tandfonline.com\/doi\/pdf\/10.1080\/00207160.2023.2203277","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2024,8,22]],"date-time":"2024-08-22T01:20:33Z","timestamp":1724289633000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.tandfonline.com\/doi\/full\/10.1080\/00207160.2023.2203277"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2023,4,24]]},"references-count":24,"journal-issue":{"issue":"8","published-print":{"date-parts":[[2024,8,2]]}},"alternative-id":["10.1080\/00207160.2023.2203277"],"URL":"https:\/\/doi.org\/10.1080\/00207160.2023.2203277","relation":{},"ISSN":["0020-7160","1029-0265"],"issn-type":[{"type":"print","value":"0020-7160"},{"type":"electronic","value":"1029-0265"}],"subject":[],"published":{"date-parts":[[2023,4,24]]},"assertion":[{"value":"The publishing and review policy for this title is described in its Aims & Scope.","order":1,"name":"peerreview_statement","label":"Peer Review Statement"},{"value":"http:\/\/www.tandfonline.com\/action\/journalInformation?show=aimsScope&journalCode=gcom20","URL":"http:\/\/www.tandfonline.com\/action\/journalInformation?show=aimsScope&journalCode=gcom20","order":2,"name":"aims_and_scope_url","label":"Aim & Scope"},{"value":"2022-12-01","order":0,"name":"received","label":"Received","group":{"name":"publication_history","label":"Publication History"}},{"value":"2023-03-28","order":1,"name":"revised","label":"Revised","group":{"name":"publication_history","label":"Publication History"}},{"value":"2023-04-10","order":2,"name":"accepted","label":"Accepted","group":{"name":"publication_history","label":"Publication History"}},{"value":"2023-04-24","order":3,"name":"published","label":"Published","group":{"name":"publication_history","label":"Publication History"}}]}}