# CVA calculations
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## AAD
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- Green-Kenyon https://discovery.ucl.ac.uk/id/eprint/10140254/1/2015-08%20RISK%20efficient%20xva.pdf
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http://luca-capriotti.net/pdfs/Finance/jcf_capriotti_press_web.pdf
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introductory
https://www.imperial.ac.uk/media/imperial-college/faculty-of-natural-sciences/department-of-mathematics/math-finance/COLLAS_ANTOINE_01425804.pdf
https://uu.diva-portal.org/smash/get/diva2:1439412/FULLTEXT02.pdf
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## https://en.wikipedia.org/wiki/Graphics_processing_unit#External_GPU_(eGPU)
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- https://matlogica.com/assets/publications/aad-breaking-the-primal-barrier.pdf
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# Parents
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* XVA (valuation adjustments for derivatives)⏎