"Efficient Simulation of Financial Stress Testing Scenarios with ..."

Gelin Gao, Bud Mishra, Daniele Ramazzotti (2017)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2018-08-13

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/GaoMR17
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  persistent URL:
  - https://dblp.org/rec/journals/corr/GaoMR17
Gelin Gao, Bud Mishra, Daniele Ramazzotti:
Efficient Simulation of Financial Stress Testing Scenarios with Suppes-Bayes Causal Networks. CoRR abs/1703.03076 (2017)

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