From post

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed.

 

Другие публикации лиц с тем же именем

Default and information. Journal of Economic Dynamics and Control, 30 (11): 2281--2303 (ноября 2006)Importance sampling for indicator Markov chains., и . WSC, стр. 2742-2750. IEEE, (2010)Computationally Efficient Feature Significance and Importance for Predictive Models., и . ICAIF, стр. 300-307. ACM, (2022)Credit contagion and aggregate losses, и . Journal of Economic Dynamics and Control, 30 (5): 741--767 (мая 2006)Exact and Efficient Simulation of Correlated Defaults., , , и . SIAM J. Financial Math., 1 (1): 868-896 (2010)Monte Carlo Algorithms for Default Timing Problems., , и . Manag. Sci., 57 (12): 2115-2129 (2011)Unbiased Simulation Estimators for Path Integrals of Diffusions., , и . WSC, стр. 277-288. IEEE, (2020)Rare Event Simulation for a Generalized Hawkes Process., , , и . WSC, стр. 1291-1298. IEEE, (2009)Correlated default with incomplete information. Journal of Banking & Finance, 28 (7): 1521--1545 (июля 2004)Call for Papers - Management Science Special Issue on Blockchains and Crypto Economics., , , , и . Manag. Sci., 67 (1): 6-7 (2021)