Shaojie Deng

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Rare-event simulation of heavy-tailed random walks by sequential importance sampling and resampling
Advances in Applied Probability
2013-02-28Paper
Sequential importance sampling and resampling for dynamic portfolio credit risk
Operations Research
2012-06-18Paper


Research outcomes over time


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