%0 Journal Article %1 journals/siamfm/GieseckeKMT10 %A Giesecke, Kay %A Kakavand, Hossein %A Mousavi, Mohammad %A Takada, Hideyuki %D 2010 %J SIAM J. Financial Math. %K dblp %N 1 %P 868-896 %T Exact and Efficient Simulation of Correlated Defaults. %U http://dblp.uni-trier.de/db/journals/siamfm/siamfm1.html#GieseckeKMT10 %V 1

@article{journals/siamfm/GieseckeKMT10, added-at = {2024-05-07T00:00:00.000+0200}, author = {Giesecke, Kay and Kakavand, Hossein and Mousavi, Mohammad and Takada, Hideyuki}, biburl = {https://www.bibsonomy.org/bibtex/2d089046571394b72d22b6c9207f1ac76/dblp}, ee = {https://doi.org/10.1137/090778055}, interhash = {4db3099c36d5d19f55565d5fdca15a46}, intrahash = {d089046571394b72d22b6c9207f1ac76}, journal = {SIAM J. Financial Math.}, keywords = {dblp}, number = 1, pages = {868-896}, timestamp = {2024-05-13T07:49:55.000+0200}, title = {Exact and Efficient Simulation of Correlated Defaults.}, url = {http://dblp.uni-trier.de/db/journals/siamfm/siamfm1.html#GieseckeKMT10}, volume = 1, year = 2010 }