Efficient simulations for a Bernoulli mixture model of portfolio credit risk
Title | Efficient simulations for a Bernoulli mixture model of portfolio credit risk |
Publication Type | Journal Article |
Authors | Başoğlu, İ., W. Hörmann, and H. Sak |
Title | Efficient simulations for a Bernoulli mixture model of portfolio credit risk |
Publication Type | Journal Article |
Authors | Başoğlu, İ., W. Hörmann, and H. Sak |