Monte Carlo algorithms for default timing problems
Kay Giesecke; Baeho Kim; Shilin Zhu
| Year of publication: |
2011
|
|---|---|
| Authors: | Giesecke, Kay ; Kim, Baeho ; Zhu, Shilin |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 57.2011, 12, p. 2115-2129
|
| Subject: | Monte-Carlo-Simulation | Monte Carlo simulation | Simulation | Stochastischer Prozess | Stochastic process | Zeitmanagement | Time management | Operations Research | Operations research |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009428275