Efficient simulations for a Bernoulli mixture model of portfolio credit risk
Crossref DOI link: https://doi.org/10.1007/s10479-016-2241-1
Published Online: 2016-06-03
Published Print: 2018-01
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Başoğlu, İsmail
Hörmann, Wolfgang
Sak, Halis
Funding for this research was provided by:
Türkiye Bilimsel ve Teknolojik Arastirma Kurumu (TR) (111M108)
Bogaziçi Üniversitesi (TR) (6923)
License valid from 2016-06-03