Large portfolio credit risk modeling (Q5169983)
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scientific article; zbMATH DE number 6317933
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Large portfolio credit risk modeling |
scientific article; zbMATH DE number 6317933 |
Statements
LARGE PORTFOLIO CREDIT RISK MODELING (English)
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17 July 2014
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stochastic network
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functional law of large numbers
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functional central limit theorem
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quadratures
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0.8101581931114197
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0.8006880283355713
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0.7986212372779846
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0.7976709008216858
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0.7974234819412231
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