Hybrid Monte Carlo methods in credit risk management (Q487525): Difference between revisions
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| Property / DOI: 10.1515/mcma-2014-0004 / rank | |||
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| Property / Mathematics Subject Classification ID: 65C05 / rank | |||
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| Property / zbMATH DE Number: 6389438 / rank | |||
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hybrid sequences | |||
| Property / zbMATH Keywords: hybrid sequences / rank | |||
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quasi-Monte Carlo methods | |||
| Property / zbMATH Keywords: quasi-Monte Carlo methods / rank | |||
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| Property / zbMATH Keywords | |||
risk management | |||
| Property / zbMATH Keywords: risk management / rank | |||
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| Property / MaRDI profile type: Publication / rank | |||
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| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2962842199 / rank | |||
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| Property / arXiv ID | |||
| Property / arXiv ID: 1405.1831 / rank | |||
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| Property / DOI | |||
| Property / DOI: 10.1515/MCMA-2014-0004 / rank | |||
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Latest revision as of 19:10, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hybrid Monte Carlo methods in credit risk management |
scientific article |
Statements
Hybrid Monte Carlo methods in credit risk management (English)
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22 January 2015
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hybrid sequences
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quasi-Monte Carlo methods
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risk management
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