Adaptive integration for multi-factor portfolio credit loss models (Q2271942): Difference between revisions
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Revision as of 18:58, 29 February 2024
scientific article
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English | Adaptive integration for multi-factor portfolio credit loss models |
scientific article |
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Adaptive integration for multi-factor portfolio credit loss models (English)
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5 August 2009
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adaptive integration
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Genz-Malik rule
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Monte Carlo
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credit portfolio loss
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