Adaptive integration for multi-factor portfolio credit loss models (Q2271942): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 07:31, 5 March 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
