"Efficient Monte Carlo methods for convex risk measures in portfolio credit ..."

Jörn Dunkel, Stefan Weber (2007)

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DOI: 10.1109/WSC.2007.4419692

access: closed

type: Conference or Workshop Paper

metadata version: 2023-08-28

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Jörn Dunkel, Stefan Weber:
Efficient Monte Carlo methods for convex risk measures in portfolio credit risk models. WSC 2007: 958-966

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