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"Computing worst-case tail probabilities in credit risk."

Name: dblp XML data dump
Creator: Schloss Dagstuhl - Leibniz Center for Informatics
Published: 1993
License: https://creativecommons.org/publicdomain/zero/1.0/
Keywords: dblp, XML, computer science, scholarly publications, metadata

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Soumyadip Ghosh, Sandeep Juneja (2006)

Dagstuhl

Trier

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DOI: 10.1109/WSC.2006.323080

access: closed

type: Conference or Workshop Paper

metadata version: 2023-03-24

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Soumyadip Ghosh, Sandeep Juneja:
Computing worst-case tail probabilities in credit risk. WSC 2006: 246-254

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last updated on 2023-03-24 00:04 CET by the dblp team

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