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~person:"Lai, Tze Leung"
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Lai, Tze Leung
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Sequential importance sampling and resampling for dynamic portfolio credit risk
Deng, Shaojie
;
Giesecke, Kay
;
Lai, Tze Leung
- In:
Operations research
60
(
2012
)
1
,
pp. 78-91
Persistent link: https://www.econbiz.de/10009532668
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Sequential Importance Sampling and Resampling for Dynamic Portfolio Credit Risk
Deng, Shaojie
;
Giesecke, Kay
;
Lai, Tze Leung
- In:
Operations research : the journal of the Operations …
60
(
2012
)
1
,
pp. 78-92
Persistent link: https://www.econbiz.de/10009845460
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