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Central Counterparty Default Waterfalls and Systemic Loss
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 58 / Issue 8 / December 2023
- Published online by Cambridge University Press:
- 28 November 2022, pp. 3577-3612
- Print publication:
- December 2023
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Improving the Asmussen–Kroese-Type Simulation Estimators
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- Journal:
- Journal of Applied Probability / Volume 49 / Issue 4 / December 2012
- Published online by Cambridge University Press:
- 30 January 2018, pp. 1188-1193
- Print publication:
- December 2012
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- Article
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IMPROVING THE NORMALIZED IMPORTANCE SAMPLING ESTIMATOR
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- Journal:
- Probability in the Engineering and Informational Sciences / Volume 26 / Issue 4 / October 2012
- Published online by Cambridge University Press:
- 30 July 2012, pp. 569-572
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