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~person:"Johannes, Michael"
~person:"Moreno, Manuel"
~subject:"Monte Carlo simulation"
~type_genre:"Aufsatz im Buch"
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MCMC methods for continuous-time financial econometrics
Johannes, Michael
;
Polson, Nicholas G.
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2010
Persistent link: https://www.econbiz.de/10003900732
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Numerical pricing of collateral debt obligations : a Monte Carlo approach
Moreno, Manuel
;
Serrano, Pedro
- In:
Credit risk : models, derivatives, and management
,
(pp. 527-549)
.
2008
Persistent link: https://www.econbiz.de/10003718596
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