Details about Jaqueline Marins

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Workplace:	Banco Central do Brasil (Central Bank of Brazil), (more information at EDIRC)

Access statistics for papers by Jaqueline Marins.

Last updated 2007-08-06. Update your information in the RePEc Author Service.

Short-id: pma749

Working Papers

2007

Amostragem Descritiva no Apreçamento de Opções Européias através de Simulação Monte Carlo: o Efeito da Dimensionalidade e da Probabilidade de Exercício no Ganho de Precisão
Working Papers Series, Central Bank of Brazil, Research Department
Credit Risk Monte Carlos Simulation Using Simplified Creditmetrics' Model: the joint use of importance sampling and descriptive sampling
Working Papers Series, Central Bank of Brazil, Research Department

2006

Out-Of-The_Money Monte Carlo Simulation Option Pricing: the join use of Importance Sampling and Descriptive Sampling
Working Papers Series, Central Bank of Brazil, Research Department

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