"Importance Sampling: A Variance Reduction Method for Credit Risk Models."

Gabriella Schoier, Federico Marsich (2013)

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DOI: 10.1007/978-3-319-00032-9_38

access: closed

type: Part in Book or Collection

metadata version: 2017-05-16

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Gabriella Schoier, Federico Marsich:
Importance Sampling: A Variance Reduction Method for Credit Risk Models. Statistical Models for Data Analysis 2013: 333-342

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