Evolutionary Monte Carlo Based Techniques for First Passage Time Problems in Credit Risk and Other Applications in Finance

Olena Tsviliuk, Roderick V. N. Melnik, Di Zhang. Evolutionary Monte Carlo Based Techniques for First Passage Time Problems in Credit Risk and Other Applications in Finance. In EvoApplications (2). pages 232-241, 2010. [doi]

Authors

Olena Tsviliuk

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Roderick V. N. Melnik

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Di Zhang

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