An Efficient parallel simulation method for posterior inference on paths of Markov processes
Matthias Held
| Year of publication: |
2015
|
|---|---|
| Authors: | Held, Matthias |
| Published in: |
Essays in finance. - Vallendar. - 2015, p. 45-56
|
| Subject: | Markov-Kette | Markov chain | Simulation | Parallelrechner | Parallel computer | Theorie | Theory | Kreditderivat | Credit derivative | Kapitalmarkttheorie | Financial economics | Kreditrisiko | Credit risk | Eurozone | Euro area | 2012-2015 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011750068