LARGE DEVIATIONS IN MULTIFACTOR PORTFOLIO CREDIT RISK
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Publication:5427660
DOI10.1111/j.1467-9965.2006.00307.xzbMath1186.91227OpenAlexW2072607993MaRDI QIDQ5427660
Wanmo Kang, Perwez Shahabuddin, Paul Glasserman
Publication date: 21 November 2007
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9965.2006.00307.x
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