Adaptive integration for multi-factor portfolio credit loss models (Q2271942): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 11:26, 2 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive integration for multi-factor portfolio credit loss models |
scientific article |
Statements
Adaptive integration for multi-factor portfolio credit loss models (English)
0 references
5 August 2009
0 references
adaptive integration
0 references
Genz-Malik rule
0 references
Monte Carlo
0 references
credit portfolio loss
0 references
