"Efficient importance sampling for reduced form models in credit risk."

Achal Bassamboo, Sachin Jain (2006)

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DOI: 10.1109/WSC.2006.323154

access: closed

type: Conference or Workshop Paper

metadata version: 2024-05-07

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Achal Bassamboo, Sachin Jain:
Efficient importance sampling for reduced form models in credit risk. WSC 2006: 741-748

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