Sequential Importance Sampling and Resampling for Dynamic Portfolio Credit Risk
| Year of publication: |
2012
|
|---|---|
| Authors: | Deng, Shaojie ; Giesecke, Kay ; Lai, Tze Leung |
| Published in: |
Operations research : the journal of the Operations Research Society of America. - Linthicum, Md : INFORMS, ISSN 0030-364X, ZDB-ID 1233890. - Vol. 60.2012, 1, p. 78-92
|