Interacting path systems for credit portfolio risk analysis - Inria - Institut national de recherche en sciences et technologies du numérique Access content directly
Book Sections Year : 2010
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inria-00537891 , version 1 (19-11-2010)

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  • HAL Id : inria-00537891 , version 1

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Pierre del Moral, Frédéric Patras. Interacting path systems for credit portfolio risk analysis. D. Brigo, T. Bielecki, F. Patras. Recent advancements in the theory and practice of credit derivatives, Bloomberg Press, 2010. ⟨inria-00537891⟩
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