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Evolutionary Monte Carlo Based Techniques for First Passage Time Problems in Credit Risk and Other Applications in Finance.

Olena TsviliukRoderick V. N. MelnikDi Zhang
Published in: EvoApplications (2) (2010)
Keyphrases
  • monte carlo
  • monte carlo methods
  • credit risk
  • importance sampling
  • computational intelligence
  • markov chain
  • monte carlo simulation
  • monte carlo tree search
  • genetic algorithm
  • data mining
  • matrix inversion