"Derivatives and credit risk: enhanced quasi-monte carlo methods with ..."

Junichi Imai, Ken Seng Tan (2002)

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DOI: 10.1109/WSC.2002.1166425

access: closed

type: Conference or Workshop Paper

metadata version: 2023-03-24

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Junichi Imai, Ken Seng Tan:
Derivatives and credit risk: enhanced quasi-monte carlo methods with dimension reduction. WSC 2002: 1502-1510

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