@article{sparsegridmethodforhighlyefficient,
  title = {Sparse Grid Method for Highly Efficient Computation of Exposures for xVA},
  author = {Lech A. Grzelak},
  year = {2021},
  eprint = {2104.14319},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2104.14319v2},
}