Importance Sampling from DNB's Credit Risk Model Kjersti Aas Marit Holden Publication details Publisher: Norsk Regnesentral Series: NR-notat (SAMBA/31/12) Year: 2012 Issue: SAMBA/31/12 Number of pages: 30 Kjersti Aas Research Director SAMBA Marit Holden Chief Research Scientist You are here: Home Publications Report Importance Sampling from DNB’s Credit Risk Model
