Fluctuation analysis for the loss from default (Q402480)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Fluctuation analysis for the loss from default |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fluctuation analysis for the loss from default |
scientific article |
Statements
Fluctuation analysis for the loss from default (English)
0 references
28 August 2014
0 references
central limit theorem
0 references
portfolio credit risk
0 references
fluctuation analysis
0 references
interacting particle system
0 references
0 references
0 references
0 references
0 references
