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  1. NTU Theses and Dissertations Repository

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Publication Year TitleAuthor(s)Department
2017重要抽樣法在估計高維度聯合違約機率的應用Yen-An Chen; 陳彥安應用數學科學研究所

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Department
  • 1 應用數學科學研究所
Degree
  • 1 碩士
Author
  • 1 陳彥安
Subject
  • 1 joint default event
  • 1 joint default event,rare event si...
  • 1 joint default event,rare event si...
  • 1 聯合違約
  • 1 聯合違約,稀有事件模擬
  • 1 聯合違約,稀有事件模擬,高效能重要抽樣法
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