Searching for "Fast Simulation of Multifactor Portfolio Credit Risk." – sorted by Relevance.

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FAST SIMULATION FOR MULTIFACTOR PORTFOLIO CREDIT RISK IN THE t-COPULA MODEL
by Wanmo Kang, Perwez Shahabuddin — 2005
…, and J. A. Joines, eds. ABSTRACT FAST SIMULATION FOR MULTIFACTOR PORTFOLIO CREDIT RISK IN THE t…
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