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"A dimension reduction approach for loss valuation in credit risk modelling."

Jian He, Asma Khedher, Peter Spreij (2024)

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DOI: 10.48550/ARXIV.2401.00085

access: open

type: Informal or Other Publication

metadata version: 2024-01-15

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  dblp key:
  - journals/corr/abs-2401-00085
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  - https://dblp.org/rec/journals/corr/abs-2401-00085
Jian He, Asma Khedher, Peter Spreij:
A dimension reduction approach for loss valuation in credit risk modelling. CoRR abs/2401.00085 (2024)

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