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"Simulation for risk management: a simulation-based credit default swap ..."

Name: dblp XML data dump
Creator: Schloss Dagstuhl - Leibniz Center for Informatics
Published: 1993
License: https://creativecommons.org/publicdomain/zero/1.0/
Keywords: dblp, XML, computer science, scholarly publications, metadata

Tarja Joro, Paul Na (2003)

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DOI: 10.1109/WSC.2003.1261444

access: closed

type: Conference or Workshop Paper

metadata version: 2023-03-24

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  dblp key:
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  persistent URL:
  - https://dblp.org/rec/conf/wsc/JoroN03
Tarja Joro, Paul Na:
Simulation for risk management: a simulation-based credit default swap pricing approach under jump-diffusion. WSC 2003: 360-363

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