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Q4660872 - MaRDI portal

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scientific article; zbMATH DE number 2151386
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scientific article; zbMATH DE number 2151386

    Statements

    author
    Sandro Merino
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    Mark A. Nyfeler
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    publication date
    4 April 2005
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    zbMATH Keywords
    credit losses
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    Fourier transform
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    sampling technique
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    coherent risk spectrum
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    Identifiers

    zbMATH DE Number
    2151386
    0 references
     
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