Integrating market and credit risk: A simulation and optimisation perspective
| Year of publication: |
2006
|
|---|---|
| Authors: | Jobst, Norbert J. ; Mitra, Gautam ; Zenios, Stavros A. |
| Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 30.2006, 2, p. 717-742
|
| Publisher: |
Elsevier |