Subject
Economics and Econometrics,Finance
Reference29 articles.
1. Stochastic Simulation: Algorithms and Analysis;Asmussen,2007
2. Basel II: International convergence of capital measurement and capital standards: a revised framework - comprehensive version;Basel Committee on Banking Supervision (BCBS),2006
3. Portfolio credit risk with extremal dependence: Asymptotic analysis and efficient simulation;Bassamboo;Oper. Res.,2008
4. A comparative analysis of CDO pricing models under the factor copula framework;Burtschell;J. Derivat.,2009
Cited by
3 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献