Efficient importance sampling for reduced form models in credit risk
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- Efficient importance sampling for reduced form models in credit risk
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Information & Contributors
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- Editors:
- L. Felipe Perrone,
- Barry G. Lawson,
- Jason Liu,
- Frederick P. Wieland,
- General Chair:
- David Nicol,
- Program Chair:
- Richard Fujimoto
Sponsors
- IIE: Institute of Industrial Engineers
- ASA: American Statistical Association
- IEICE ESS: Institute of Electronics, Information and Communication Engineers, Engineering Sciences Society
- IEEE-CS\DATC: The IEEE Computer Society
- SIGSIM: ACM Special Interest Group on Simulation and Modeling
- NIST: National Institute of Standards and Technology
- (SCS): The Society for Modeling and Simulation International
- INFORMS-CS: Institute for Operations Research and the Management Sciences-College on Simulation
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Winter Simulation Conference
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- IIE
- ASA
- IEICE ESS
- IEEE-CS\DATC
- SIGSIM
- NIST
- (SCS)
- INFORMS-CS
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