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Optimization Problems in the Simulation of Multifactor Portfolio Credit Risk - MaRDI portal

Optimization Problems in the Simulation of Multifactor Portfolio Credit Risk

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Publication:3600163

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DOI10.1007/11751595_82zbMath1172.91320OpenAlexW1552656628MaRDI QIDQ3600163

Kyungsik Lee, Wanmo Kang

Publication date: 10 February 2009

Published in: Computational Science and Its Applications - ICCSA 2006 (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/11751595_82

Mathematics Subject Classification ID

Computational difficulty of problems (lower bounds, completeness, difficulty of approximation, etc.) (68Q17)

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