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person:"Robert, Christian P."
~person:"Hu, Jiaqi"
~person:"Kim, Sunggon"
~subject:"importance sampling"
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Search: subject_exact:"Monte-Carlo-Methode"
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importance sampling
Monte Carlo simulation
16
Monte-Carlo-Simulation
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Theorie
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Markov-Kette
10
Markov chain
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Markov-Ketten-Monte-Carlo-Verfahren
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Robert, Christian P.
Hu, Jiaqi
Kim, Sunggon
Hoogerheide, Lennart
10
Koopman, Siem Jan
6
Dijk, Herman K. van
5
Ardia, David
4
Lucas, André
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van Dijk, Herman K.
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Basturk, Nalan
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Working paper / Department of Econometrics and Business Statistics, Monash University
2
The journal of credit risk : published quarterly by Incisive Media
1
The journal of operational risk
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ECONIS (ZBW)
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Computing bayes : from then 'til now
Martin, Gael M.
;
Frazier, David T.
;
Robert, Christian P.
-
2022
Persistent link: https://www.econbiz.de/10013494406
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2
Computing Bayes : Bayesian computation from 1763 to the 21st century
Martin, Gael M.
;
Frazier, David T.
;
Robert, Christian P.
-
2020
Persistent link: https://www.econbiz.de/10012607643
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3
Estimation of value-at-risk for conduct risk losses using pseudo-marginal Markov chain Monte Carlo
Mitic, Peter
;
Hu, Jiaqi
- In:
The journal of operational risk
14
(
2019
)
4
,
pp. 1-42
Persistent link: https://www.econbiz.de/10012157425
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4
Portfolio credit risk model with extremal dependence of defaults and random recovery
Jeon, Jong-June
;
Kim, Sunggon
;
Lee, Yonghee
- In:
The journal of credit risk : published quarterly by …
13
(
2017
)
2
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011777675
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