Robust Optimization of Credit Portfolios (Q2976139): Difference between revisions
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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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