Computational issues in stress testing

DOI10.1007/978-3-642-17254-0_24MaRDI QIDQ3112477zbMATH OpenOpenAlexFDO

Authors L. Overbeck

Publication date 10 January 2012

Published in Handbook of Computational Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-17254-0_24

Mathematics Subject Classification ID

Computational methods for problems pertaining to game theory, economics, and finance (91-08) Numerical methods (including Monte Carlo methods) (91G60)

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