"Exposure at default models with and without the credit conversion factor."

Edward N. C. Tong et al. (2016)

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DOI: 10.1016/J.EJOR.2016.01.054

access: open

type: Journal Article

metadata version: 2020-02-21

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Edward N. C. Tong, Christophe Mues, Iain Brown, Lyn C. Thomas:
Exposure at default models with and without the credit conversion factor. Eur. J. Oper. Res. 252(3): 910-920 (2016)

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