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]
@inproceedings{TsviliukMZ10,
title = {Evolutionary Monte Carlo Based Techniques for First Passage Time Problems in Credit Risk and Other Applications in Finance},
author = {Olena Tsviliuk and Roderick V. N. Melnik and Di Zhang},
year = {2010},
doi = {10.1007/978-3-642-12242-2_24},
url = {http://dx.doi.org/10.1007/978-3-642-12242-2_24},
tags = {rule-based},
researchr = {https://researchr.org/publication/TsviliukMZ10},
cites = {0},
citedby = {0},
pages = {232-241},
booktitle = {EvoApplications (2)},
}