Table 2 Testing parameters (paths, steps, bundles)
From: An SGBM-XVA demonstrator: a scalable Python tool for pricing XVA
Parameters | Low dimension (≤15) | High dimension (>15) |
|---|---|---|
1 | (2048,4,8) | (16384,4,8) |
2 | (4096,8,16) | (32768,8,16) |
3 | (8192,12,32) | (65536,12,32) |
4 | (16384,16,64) | (131072,16,64) |
5 | (32768,20,128) | (262144,20,128) |