Hybrid Monte Carlo methods in credit risk management (Q487525): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 65C05 / rank | |||
Normal rank | |||
| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6389438 / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
hybrid sequences | |||
| Property / zbMATH Keywords: hybrid sequences / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
quasi-Monte Carlo methods | |||
| Property / zbMATH Keywords: quasi-Monte Carlo methods / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
risk management | |||
| Property / zbMATH Keywords: risk management / rank | |||
Normal rank | |||
Revision as of 20:54, 30 June 2023
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)
0 references
22 January 2015
0 references
hybrid sequences
0 references
quasi-Monte Carlo methods
0 references
risk management
0 references
