"Efficient simulations for a Bernoulli mixture model of portfolio credit risk."

Ismail Basoglu, Wolfgang Hörmann, Halis Sak (2018)

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DOI: 10.1007/S10479-016-2241-1

access: closed

type: Journal Article

metadata version: 2022-10-02

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Ismail Basoglu, Wolfgang Hörmann, Halis Sak:
Efficient simulations for a Bernoulli mixture model of portfolio credit risk. Ann. Oper. Res. 260(1-2): 113-128 (2018)

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