S. Klöppel, R. Reda, W. Schachermayer:
"Importance Sampling for Credit Risk Portfolios via Auxiliary, Rotational Invariant Densities";
Talk: Workshop der Austrian Working Group on Banking and Finance, Vienna, Austria (invited); 2008-12-12.
Project Head Uwe Schmock:
Christian-Doppler-Labor für Portfolio Risk Management (PRisMa Lab)