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Multilevel Simulation of Functionals of Bernoulli Random Variables with Application to Basket Credit Derivatives

✍ Scribed by Bujok, K.; Hambly, B. M.; Reisinger, C.

Book ID: 121616832
Publisher: Springer US
Year: 2013
Tongue: English
Weight: 912 KB
Volume: 17
Category: Article
ISSN: 1387-5841
DOI: 10.1007/s11009-013-9380-5

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