BibTeX record conf/wsc/BassambooJZ05a

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@inproceedings{DBLP:conf/wsc/BassambooJZ05a,
  author       = {Achal Bassamboo and
                  Sandeep Juneja and
                  Assaf Zeevi},
  title        = {Expected shortfall in credit portfolios with extremal dependence},
  booktitle    = {Proceedings of the 37th Winter Simulation Conference, Orlando, FL,
                  USA, December 4-7, 2005},
  pages        = {1849--1858},
  publisher    = {{IEEE} Computer Society},
  year         = {2005},
  url          = {https://doi.org/10.1109/WSC.2005.1574461},
  doi          = {10.1109/WSC.2005.1574461},
  timestamp    = {Tue, 07 May 2024 20:05:27 +0200},
  biburl       = {https://dblp.org/rec/conf/wsc/BassambooJZ05a.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
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