Pavel Okunev
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List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Fast Computation Of the Economic Capital, the Value at Risk and the Greeks of a Loan Portfolio in the Gaussian Factor Model | 2005-07-04 | Paper |
| Necessary And Sufficient Conditions For Existence of the LU Factorization of an Arbitrary Matrix | 2005-06-19 | Paper |
| A Fast Algorithm for Computing Expected Loan Portfolio Tranche Loss in the Gaussian Factor Model | 2005-06-07 | Paper |
Research outcomes over time
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