Importance Sampling for Portfolio Credit Risk
Work
Year: 2005
Type: article
Source: Management Science
Authors Paul Glasserman, Jingyi Li
Institution Columbia University
Cites: 19
Cited by: 343
Related to: 10
FWCI: 15.44
Citation percentile (by year/subfield): 99.99
Subfield: Finance
Domain: Social Sciences
Open Access status: closed