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"Robust Optimization of Credit Portfolios."

Lijun Bo, Agostino Capponi (2017)

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DOI: 10.1287/MOOR.2016.0790

access: closed

type: Journal Article

metadata version: 2021-10-14

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  - https://dblp.org/rec/journals/mor/BoC17
Lijun Bo, Agostino Capponi:
Robust Optimization of Credit Portfolios. Math. Oper. Res. 42(1): 30-56 (2017)

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