Fingerprint
Dive into the research topics of 'Efficient importance sampling for reduced form models in credit risk'. Together they form a unique fingerprint.- Sort by
- Weight
- Alphabetically
Efficient importance sampling for reduced form models in credit risk
Achal Bassamboo*, Sachin Jain
*Corresponding author for this work
Research output: Chapter in Book/Report/Conference proceeding › Conference contribution
5
Scopus
citations