| Title | Other author(s) | |
|---|---|---|
Credit Risk Monte Carlos Simulation Using Simplified Creditmetrics' Model: the joint use of importance sampling and descriptive samplingCentral Bank of Brazil Working Papers [View] (Paper: 132, 04.04.2007) |
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Out-Of-The_Money Monte Carlo Simulation Option Pricing: the join use of Importance Sampling and Descriptive SamplingCentral Bank of Brazil Working Papers [View] (Paper: 116, 15.09.2006) |
