Work

Particle Methods for the Estimation of Credit Portfolio Loss Distributions

Year: 2010

Type: article

Source: International Journal of Theoretical and Applied Finance

DOI: 10.1142/s0219024910005905

Authors: RENÉ CARMONA, STÉPHANE CRÉPEY

Institutions: Princeton University, Université d'Évry Val-d'Essonne

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2007615474

FWCI: 11.14

Cites: 10

Cited by: 34

Related to: 10