GlassermanKS08'

BibTeX

@article{DBLP:journals/ior/GlassermanKS08,
  author    = {Paul Glasserman and
               Wanmo Kang and
               Perwez Shahabuddin},
  title     = {Fast Simulation of Multifactor Portfolio Credit Risk},
  journal   = {Operations Research},
  volume    = {56},
  number    = {5},
  year      = {2008},
  pages     = {1200-1217},
  ee        = {http://dx.doi.org/10.1287/opre.1080.0558},
  bibsource = {DBLP, http://dblp.uni-trier.de}
}