Increment Variance Reduction Techniques with an Application to Multi-name Credit Derivatives
Crossref DOI link: https://doi.org/10.1007/s10614-018-9828-3
Published Online: 2018-09-26
Published Print: 2020-01
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Rostan, Pierre http://orcid.org/0000-0003-1046-0214
Rostan, Alexandra
Racicot, François-Éric
Text and Data Mining valid from 2018-09-26
Article History
Accepted: 20 June 2018
First Online: 26 September 2018