Hybrid Monte Carlo-Methods in Credit Risk Management

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	245-260
Number of pages	16
Journal	Monte Carlo Methods and Applications
Volume	20
Issue number	4
DOIs	https://doi.org/10.1515/mcma-2014-0004
Publication status	Published - 2014

Fields of science

@article{87a13eb3f4184ea2b7915cde7a8a3af5,

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

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

year = "2014",

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

language = "English",

volume = "20",

pages = "245--260",

journal = "Monte Carlo Methods and Applications",

issn = "0929-9629",

publisher = "De Gruyter",

number = "4",

}

TY - JOUR

T1 - Hybrid Monte Carlo-Methods in Credit Risk Management

AU - Del Chicca, Lucia

AU - Larcher, Gerhard

PY - 2014

Y1 - 2014

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

U2 - 10.1515/mcma-2014-0004

DO - 10.1515/mcma-2014-0004

M3 - Article

SN - 0929-9629

VL - 20

SP - 245

EP - 260

JO - Monte Carlo Methods and Applications

JF - Monte Carlo Methods and Applications

IS - 4

ER -