A framework for rates that links real-world and risk-neutral measures is presented
Removing arbitrage opportunities from simulated data used for training makes deep hedging more robust
The authors present a methodology to generate future scenarios of interest rates for different credit ratings under a real-world probability measure.
This paper examines the credit exposure evaluation properties of interest rate derivatives to manage counterparty credit risk, working with the real-world probability.
Harvey Stein combines risk-neutral and real-world measures into risk methodology