Publication:4979889
From MaRDI portal
DOI10.1142/S0219024914920010zbMath1290.91183MaRDI QIDQ4979889
Eva Lütkebohmert, Lydienne Matchie
Publication date: 19 June 2014
91G60: Numerical methods (including Monte Carlo methods)
65D32: Numerical quadrature and cubature formulas
91G10: Portfolio theory
91G40: Credit risk