A semi-analytical method for VaR and credit exposure analysis
| Year of publication: |
2007
|
|---|---|
| Authors: | De Prisco, Ben ; Iscoe, Ian ; Kreinin, Alexander ; Nagi, Ahmed |
| Published in: |
Annals of operations research. - New York, NY [u.a.] : Springer Science + Business Media, ISSN 0254-5330, ZDB-ID 2526293. - Vol. 152.2007, p. 23-48
|