Efficient simulations for a Bernoulli mixture model of portfolio credit risk
| Başlık | Efficient simulations for a Bernoulli mixture model of portfolio credit risk |
| Publication Type | Journal Article |
| Year of Publication | 2018 |
| Authors | Başoğlu, İ., W. Hörmann, and H. Sak |
| Journal | Annals of Operations Research |
| Volume | 260 |
| Pagination | 113–128 |
