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| Originalsprache | undefiniert/unbekannt |
|---|---|
| Titel des Sammelwerks | Proceedings - Winter Simulation Conference |
| Publikationsstatus | Veröffentlicht - 2007 |
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Efficient Monte Carlo methods for convex risk measures in portfolio credit risk models. / Dunkel, J.; Weber, S.
Proceedings - Winter Simulation Conference. 2007.
Proceedings - Winter Simulation Conference. 2007.
Publikation: Beitrag in Buch/Bericht/Sammelwerk/Konferenzband › Aufsatz in Konferenzband › Forschung › Peer-Review
Dunkel, J & Weber, S 2007, Efficient Monte Carlo methods for convex risk measures in portfolio credit risk models. in Proceedings - Winter Simulation Conference. https://doi.org/10.1109/WSC.2007.4419692
Dunkel, J., & Weber, S. (2007). Efficient Monte Carlo methods for convex risk measures in portfolio credit risk models. In Proceedings - Winter Simulation Conference https://doi.org/10.1109/WSC.2007.4419692
Dunkel J, Weber S. Efficient Monte Carlo methods for convex risk measures in portfolio credit risk models. in Proceedings - Winter Simulation Conference. 2007 doi: 10.1109/WSC.2007.4419692
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