NORTA for portfolio credit risk
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Publication:2288893
DOI10.1007/s10479-018-2829-8zbMath1431.91431OpenAlexW2795634485WikidataQ130028385 ScholiaQ130028385MaRDI QIDQ2288893
Mohamed Ali Ayadi, Hatem Ben-Ameur, Nabil Channouf, Quang Khoi Tran
Publication date: 20 January 2020
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-018-2829-8
Numerical methods (including Monte Carlo methods) (91G60) Monte Carlo methods (65C05) Numerical integration (65D30) Credit risk (91G40)
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