Interacting particle systems for the computation of rare credit portfolio losses
| Year of publication: |
2009
|
|---|---|
| Authors: | Carmona, René ; Fouque, Jean-Pierre ; Vestal, Douglas |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 13.2009, 4, p. 613
|