Work

Fast and Robust Monte Carlo Cdo Sensitivities and Their Efficient Object Oriented Implementation

Year: 2005

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.732564

Authors: Marius G. Rott, Christian P. Fries

Institution: Ludwig-Maximilians-Universität München

Language: English

Topic: Credit Risk and Financial Regulations

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1534544707

Cites: 12

Cited by: 17

Related to: 10