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[IEEE 2007 Winter Simulation Conference - Washington, DC, USA (2007.12.9-2007.12.12)] 2007 Winter Simulation Conference - Approximations and control variates for pricing portfolio credit derivatives

[IEEE 2007 Winter Simulation Conference - Washington, DC, USA (2007.12.9-2007.12.12)] 2007 Winter Simulation Conference - Approximations and control variates for pricing portfolio credit derivatives

Zhiyong Chen, ; Glasserman, Paul

作者Zhiyong Chen, ; Glasserman, Paul
文件大小133.41KB
发表时间2007
DOI10.1109/wsc.2007.4419694
页码976-983

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