Sensitivity estimates for portfolio credit derivatives using Monte Carlo
- 作者Zhiyong Chen; Paul Glasserman
- 卷第12卷
- 期第4期
- 印刷ISSN0949-2984
- 电子ISSN1432-1122
- 文件大小775.13KB
- 发表时间2008-10
- DOI10.1007/s00780-008-0071-y
- 页码507-540
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