Browsing All of EconStor by Author Scott, Alexandre
Showing results 1 to 1 of 1
Year of Publication | Title | Author(s) |
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2020 | Importance sampling in the presence of PD-LGD correlation | Metzler, Adam; Scott, Alexandre |
Year of Publication | Title | Author(s) |
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2020 | Importance sampling in the presence of PD-LGD correlation | Metzler, Adam; Scott, Alexandre |