Interacting particle systems for the computation of rare credit portfolio losses

标题
Interacting particle systems for the computation of rare credit portfolio losses
作者
关键词
-
出版物
FINANCE AND STOCHASTICS
Volume 13, Issue 4, Pages 613-633
出版商
Springer Nature
发表日期
2009-07-11
DOI
10.1007/s00780-009-0098-8

向作者/读者发起求助以获取更多资源

Add your recorded webinar

Do you already have a recorded webinar? Grow your audience and get more views by easily listing your recording on Peeref.

Upload Now

Ask a Question. Answer a Question.

Quickly pose questions to the entire community. Debate answers and get clarity on the most important issues facing researchers.

Get Started