Stop the war!

Остановите войну!

for scientists:

default search action

combined dblp search
author search
venue search
publication search

ask others

"Interacting particle systems for the computation of rare credit portfolio ..."

René Carmona, Jean-Pierre Fouque, Douglas Vestal (2009)

> Home

Details and statistics

DOI: 10.1007/S00780-009-0098-8

access: closed

type: Journal Article

metadata version: 2021-07-29

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/fs/CarmonaFV09
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/fs/CarmonaFV09
René Carmona, Jean-Pierre Fouque, Douglas Vestal:
Interacting particle systems for the computation of rare credit portfolio losses. Finance Stochastics 13(4): 613-633 (2009)

a service of

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.