Portfolio Credit Risk with Extremal Dependence: Asymptotic Analysis and Efficient Simulation (Q3392194)

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Portfolio Credit Risk with Extremal Dependence: Asymptotic Analysis and Efficient Simulation
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    Statements

    title
    Portfolio Credit Risk with Extremal Dependence: Asymptotic Analysis and Efficient Simulation (English)
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    author
    Achal Bassamboo
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    Sandeep Juneja
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    Assaf J. Zeevi
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    publication date
    13 August 2009
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    Identifiers

    zbMATH DE Number
    5595086
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