"Simulation of Correlated Financial Defaults through Smoothed Cross-Entropy."

Giuseppe D'Acquisto, Loretta Mastroeni, Maurizio Naldi (2012)

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DOI: 10.1109/UKSIM.2012.27

access: closed

type: Conference or Workshop Paper

metadata version: 2023-03-24

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  - https://dblp.org/rec/conf/uksim/DAcquistoMN12
Giuseppe D'Acquisto, Loretta Mastroeni, Maurizio Naldi:
Simulation of Correlated Financial Defaults through Smoothed Cross-Entropy. UKSim 2012: 129-134

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