Exact and Efficient Simulation of Correlated Defaults

Kay Giesecke, Hossein Kakavand, Mohammad Hossein Mousavi, Hideyuki Takada
  • SSRN Electronic Journal, January 2010, Elsevier
  • DOI: 10.2139/ssrn.1497569

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http://dx.doi.org/10.2139/ssrn.1497569