Researchr is a web site for finding, collecting, sharing, and reviewing scientific publications, for researchers by researchers.
Sign up for an account to create a profile with publication list, tag and review your related work, and share bibliographies with your co-authors.
Guangwu Liu. Importance sampling for risk contributions of credit portfolios. In Proceedings of the 2010 Winter Simulation Conference, WSC 2010, Baltimore, Maryland, USA, 5-8 December 2010. pages 2771-2781, WSC, 2010. [doi]
Possibly Related PublicationsThe following publications are possibly variants of this publication: Simulating Risk Contributions of Credit PortfoliosGuangwu Liu. ior, 63(1):104-121, 2015. [doi]
The following publications are possibly variants of this publication: