A sparse grid approach to balance sheet risk measurement (Q4967874): Difference between revisions

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-.1051/proc/201965236
@@ Property / DOI: 10.1051/proc/201965236 / rank @@
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+.08706
@@ Property / arXiv ID: 1811.08706 / rank @@
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@@ Property / cites work @@
+Interest rate models -- theory and practice. With smile, inflation and credit
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+Sparse grids
@@ Property / cites work: Sparse grids / rank @@
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+On the rate of convergence in Wasserstein distance of the empirical measure
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+Nested Simulation in Portfolio Risk Measurement
@@ Property / cites work: Nested Simulation in Portfolio Risk Measurement / rank @@
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+Evaluations of Risk Measures for Different Probability Measures
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@@ Property / cites work @@
+Q3240992
@@ Property / cites work: Q3240992 / rank @@
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@@ Property / Wikidata QID @@
+Q128124696
@@ Property / Wikidata QID: Q128124696 / rank @@
+Normal rank
@@ Property / DOI @@
+.1051/PROC/201965236
@@ Property / DOI: 10.1051/PROC/201965236 / rank @@
+Normal rank