Fast simulations in credit risk
Title | Fast simulations in credit risk |
Publication Type | Journal Article |
Year of Publication | 2012 |
Authors | Sak, H., and W. Hörmann |
Journal | Quantitative Finance |
Volume | 12 |
Pagination | 1557–1569 |
Title | Fast simulations in credit risk |
Publication Type | Journal Article |
Year of Publication | 2012 |
Authors | Sak, H., and W. Hörmann |
Journal | Quantitative Finance |
Volume | 12 |
Pagination | 1557–1569 |