Credit risk optimization using factor models
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Publication:2480237
DOI10.1007/s10479-006-0136-2zbMath1132.91499OpenAlexW2092181454MaRDI QIDQ2480237
David Saunders, Costas Xiouros, Stavros A. Zenios
Publication date: 31 March 2008
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-006-0136-2
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