Computational Issues in Stress Testing

DOI10.1007/978-3-642-17254-0_24zbMath1229.91345MaRDI QIDQ3112477

Ludger 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

91G60: Numerical methods (including Monte Carlo methods)

91-08: Computational methods for problems pertaining to game theory, economics, and finance