Robust Optimization of Credit Portfolios (Q2976139)

From MaRDI portal
Revision as of 11:34, 19 April 2024 by Importer (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Robust Optimization of Credit Portfolios
scientific article

    Statements

    title
    Robust Optimization of Credit Portfolios (English)
    0 references
    author
    Agostino Capponi
    0 references
    Li Jun Bo
    0 references
    publication date
    13 April 2017
    0 references
    Mathematics Subject Classification ID
    91G40
    0 references
    91G10
    0 references
    93E20
    0 references
    zbMATH DE Number
    6705632
    0 references
    zbMATH Keywords
    robust control
    0 references
    credit risk
    0 references
    recursive system
    0 references
    HJB equations
    0 references
    OpenAlex ID
    W2331372093
    0 references
    arXiv ID
    1603.08169
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2976139&oldid=33580864"
    Powered by MediaWiki