Fast Simulation of Multifactor Portfolio Credit Risk
| Year of publication: |
2008
|
|---|---|
| Authors: | Glasserman, Paul ; Kang, Wanmo ; Shahabuddin, Perwez |
| Published in: |
Operations research : the journal of the Operations Research Society of America. - Linthicum, Md : INFORMS, ISSN 0030-364X, ZDB-ID 1233890. - Vol. 56.2008, 5, p. 1200-1217
|