"Sequential Importance Sampling and Resampling for Dynamic Portfolio Credit ..."

Shaojie Deng, Kay Giesecke, Tze Leung Lai (2012)

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DOI: 10.1287/OPRE.1110.1008

access: closed

type: Journal Article

metadata version: 2024-05-07

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Shaojie Deng, Kay Giesecke, Tze Leung Lai:
Sequential Importance Sampling and Resampling for Dynamic Portfolio Credit Risk. Oper. Res. 60(1): 78-91 (2012)

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