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| 2010 | ||
|---|---|---|
| 3 | Peter Grundke: Top-down approaches for integrated risk management: How accurate are they? European Journal of Operational Research 203(3): 662-672 (2010) | |
| 2009 | ||
| 2 | Peter Grundke: Importance sampling for integrated market and credit portfolio models. European Journal of Operational Research 194(1): 206-226 (2009) | |
| 2005 | ||
| 1 | Peter Grundke: On the Applicability of a Fourier Based Approach to Integrated Market and Credit Portfolio Models. OR 2005: 211-216 | |
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