Long-range Ising model for credit portfolios with heterogeneous credit exposures (Q1619953): Difference between revisions
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Latest revision as of 09:38, 17 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Long-range Ising model for credit portfolios with heterogeneous credit exposures |
scientific article |
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Long-range Ising model for credit portfolios with heterogeneous credit exposures (English)
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13 November 2018
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long-range Ising model
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heterogeneous credit exposure
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credit risk modeling
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replica exchange Monte Carlo
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loss distribution
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econophysics
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