S. Klöppel, R. Reda, W. Schachermayer:
"Importance Sampling for Credit Risk Portfolios via Auxiliary, Rotational Invariant Densities";
Vortrag: Workshop der Austrian Working Group on Banking and Finance, Vienna, Austria (eingeladen); 12.12.2008.
Projektleitung Uwe Schmock:
Christian-Doppler-Labor für Portfolio Risk Management (PRisMa Lab)