Portfolio Credit Risk with Extremal Dependence: Asymptotic Analysis and Efficient Simulation
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Publication:3392194
DOI10.1287/opre.1080.0513zbMath1167.91362OpenAlexW1977650076MaRDI QIDQ3392194
Sandeep Juneja, Assaf J. Zeevi, Achal Bassamboo
Publication date: 13 August 2009
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/opre.1080.0513
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