Publication:4979889

From MaRDI portal


DOI10.1142/S0219024914920010zbMath1290.91183MaRDI QIDQ4979889

Eva Lütkebohmert, Lydienne Matchie

Publication date: 19 June 2014



91G60: Numerical methods (including Monte Carlo methods)

65D32: Numerical quadrature and cubature formulas

91G10: Portfolio theory

91G40: Credit risk