The following pages link to Fast simulations in credit risk (Q5745630):
Displayed 4 items.
- Efficient simulations for a Bernoulli mixture model of portfolio credit risk (Q1703543) (← links)
- Credit risk contagion based on asymmetric information association (Q1791109) (← links)
- Optimally stratified importance sampling for portfolio risk with multiple loss thresholds (Q5746726) (← links)
- Stratified importance sampling for a Bernoulli mixture model of portfolio credit risk (Q6103211) (← links)