Marc Gürtler, Dirk Heithecker, Martin Hibbeln. Optimizing Credit Risk Mitigation Effects of Collaterals Under Basel II. In Karl-Heinz Waldmann, Ulrike M. Stocker, editors, Operations Research, Proceedings 2006, Selected Papers of the Annual International Conference of the German Operations ResearchSociety (GOR), Jointly Organized with the Austrian Society of Operations Research (ÖGOR) and the Swiss Society of Operation. pages 293-298, 2006. [doi]
Abstract is missing.