Applying importance sampling for estimating coherent credit risk contributions
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Publication:4610226
DOI10.1080/14697680400000024zbMath1405.91671MaRDI QIDQ4610226
Sandro Merino, Mark A. Nyfeler
Publication date: 15 January 2019
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697680400000024
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