"Efficient simulation for risk measurement in portfolio of CDOS."

Michael B. Gordy, Sandeep Juneja (2006)

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DOI: 10.1109/WSC.2006.323155

access: closed

type: Conference or Workshop Paper

metadata version: 2023-03-24

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Michael B. Gordy, Sandeep Juneja:
Efficient simulation for risk measurement in portfolio of CDOS. WSC 2006: 749-756

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