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subject:"Probability theory"
type_genre:"Collection of articles of several authors"
~isPartOf:"Applied quantitative finance"
~subject:"Forecasting model"
~subject:"Makroökonometrie"
~subject:"Statistik"
~type_genre:"Aufsatz im Buch"
~type_genre:"Textbook"
~type_genre:"Thesis"
~type_genre:"Übersichtsarbeit"
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Estimating distance-to-defauIt with a sector-specific liability adjustment via sequential Monte Carlo
Duan, Jin-Chuan
;
Wang, W.-T.
- In:
Applied quantitative finance
,
(pp. 73-91)
.
2017
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