Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Application of Stochastic Mesh Method to Efficient Approximation of CVA   In this paper, the author considers the numerical computation of CVA for
large systems by Mote Carlo methods. He introduces two types of stochastic mesh
methods for the computations of CVA. In the first method, stochastic mesh
method is used to obtain the future value of the derivative contracts. In the
second method, stochastic mesh method is used only to judge whether future
value of the derivative contracts is positive or not. He discusses the rate of
convergence to the real CVA value of these methods.

13
The categories of this paper are: quant-ph
27
The categories of this paper are: comp-gas
16
The categories of this paper are: stat
30
The categories of this paper are: q-alg
7
The categories of this paper are: hep-th
33
The categories of this paper are: plasm-ph
31
The categories of this paper are: ao-sci
21
The categories of this paper are: adap-org
5
The categories of this paper are: gr-qc
6
The categories of this paper are: astro-ph
29
The categories of this paper are: funct-an
20
The categories of this paper are: acc-phys
3
The categories of this paper are: physics
24
The categories of this paper are: dg-ga
15
The categories of this paper are: nucl-ex
0
The categories of this paper are: hep-ph