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"Monte Carlo scenario generation for retail loan portfolios."

Joseph L. Breeden, D. Ingram (2010)

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DOI: 10.1057/JORS.2009.105

access: closed

type: Journal Article

metadata version: 2022-12-06

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Joseph L. Breeden, D. Ingram:
Monte Carlo scenario generation for retail loan portfolios. J. Oper. Res. Soc. 61(3): 399-410 (2010)

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