Hybrid Monte Carlo-Methods in Credit Risk Management

Publikation: Beitrag in Fachzeitschrift › Artikel › Begutachtung

Originalsprache	Englisch
Seiten (von - bis)	245-260
Seitenumfang	16
Fachzeitschrift	Monte Carlo Methods and Applications
Volume	20
Ausgabenummer	4
DOIs	https://doi.org/10.1515/mcma-2014-0004
Publikationsstatus	Veröffentlicht - 01 Dez. 2014

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@article{87a13eb3f4184ea2b7915cde7a8a3af5,

title = "Hybrid Monte Carlo-Methods in Credit Risk Management",

author = "\{Del Chicca\}, Lucia and Gerhard Larcher",

year = "2014",

month = dec,

day = "1",

doi = "10.1515/mcma-2014-0004",

language = "English",

volume = "20",

pages = "245--260",

journal = "Monte Carlo Methods and Applications",

issn = "0929-9629",

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number = "4",

}

TY - JOUR

T1 - Hybrid Monte Carlo-Methods in Credit Risk Management

AU - Del Chicca, Lucia

AU - Larcher, Gerhard

PY - 2014/12/1

Y1 - 2014/12/1

UR - http://arxiv.org/abs/1405.1831

UR - https://www.scopus.com/pages/publications/84915817480

U2 - 10.1515/mcma-2014-0004

DO - 10.1515/mcma-2014-0004

M3 - Article

SN - 0929-9629

VL - 20

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EP - 260

JO - Monte Carlo Methods and Applications

JF - Monte Carlo Methods and Applications

IS - 4

ER -