Bujok, Karolina
- Multilevel simulation of functionals of Bernoulli random variables with\n application to basket credit derivatives
2012/11/04 by Karolina Bujok, Ben Hambly, Bujok, Karolina +3 · 1 citation
Decision Sciences · Economics, Econometrics and Finance · Mathematics · #Computational Finance (q-fin.CP) #FOS: Economics and business #FOS: Mathematics #Numerical Analysis (math.NA) #Probability (math.PR) #Probability and Risk Models #Stochastic processes and financial applications #Stochastic processes and statistical mechanics