Sequential Importance Sampling and Resampling for Dynamic Portfolio Credit Risk
Year: 2010
Type: article
Source: Operations Research
Authors: Shaojie Deng, Kay Giesecke, Tze Leung Lai
Institutions: Microsoft (United States), Stanford University
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: green
Funder: National Science Foundation
OpenAlex ID: W2129746273