Efficient Importance Sampling Estimation for Joint Default Probability:The First Passage Time Problem (Q2909991)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient Importance Sampling Estimation for Joint Default Probability:The First Passage Time Problem |
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Efficient Importance Sampling Estimation for Joint Default Probability:The First Passage Time Problem (English)
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7 September 2012
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structural-form model
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probability of joint default
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efficient importance
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sampling
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large deviation theory
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