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- W2537998531 abstract "This paper considers importance sampling for estimation of rare-event probabilities in a Markovian intensity model for credit risk. The main contribution is the design of efficient importance sampl ..." @default.
- W2537998531 created "2016-10-28" @default.
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- W2537998531 date "2014-01-01" @default.
- W2537998531 modified "2023-09-27" @default.
- W2537998531 title "Importance sampling for a Markovian intensity model with applications to credit risk" @default.
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