Fast Simulation of Multifactor Portfolio Credit Risk (Q3392241)

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Fast Simulation of Multifactor Portfolio Credit Risk
scientific article

    Statements

    title
    Fast Simulation of Multifactor Portfolio Credit Risk (English)
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    author
    Paul Glasserman
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    Wanmo Kang
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    Perwez Shahabuddin
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    publication date
    13 August 2009
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    Identifiers

    Mathematics Subject Classification ID
    91G40
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    60F10
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    62H05
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    62P05
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    zbMATH DE Number
    5595126
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