Simulation analysis of correlation and credit migration models for credit portfolios

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]

References

No references recorded for this publication.

Cited by

No citations of this publication recorded.