Robust Optimization of Credit Portfolios (Q2976139): Difference between revisions
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| Property / author: Li Jun Bo / rank | |||
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / OpenAlex ID: W2331372093 / rank | |||
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| Property / arXiv ID: 1603.08169 / rank | |||
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Revision as of 11:34, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust Optimization of Credit Portfolios |
scientific article |
Statements
Robust Optimization of Credit Portfolios (English)
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13 April 2017
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robust control
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credit risk
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recursive system
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HJB equations
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