William J. Morokoff. Simulation analysis of correlation and credit migration models for credit portfolios. In Proceedings of the 37th Winter Simulation Conference, Orlando, FL, USA, December 4-7, 2005. pages 1827-1834, ACM, 2005. [doi]
@inproceedings{Morokoff05, title = {Simulation analysis of correlation and credit migration models for credit portfolios}, author = {William J. Morokoff}, year = {2005}, doi = {10.1145/1162708.1163026}, url = {http://doi.acm.org/10.1145/1162708.1163026}, tags = {analysis, migration}, researchr = {https://researchr.org/publication/Morokoff05}, cites = {0}, citedby = {0}, pages = {1827-1834}, booktitle = {Proceedings of the 37th Winter Simulation Conference, Orlando, FL, USA, December 4-7, 2005}, publisher = {ACM}, isbn = {0-7803-9519-0}, }