Sensitivity estimates for portfolio credit derivatives using Monte Carlo
| Year of publication: |
2008
|
|---|---|
| Authors: | Chen, Zhiyong ; Glasserman, Paul |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 12.2008, 4, p. 507-540
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