[IEEE 2004 Winter Simulation Conference, 2004. - Washington, D.C. (December 5-8, 2004)] Proceedings of the 2004 Winter Simulation Conference, 2004. - Calibrating Credit Portfolio Loss Distributions
Menghui Cao, ; Morokoff, W.J.
- 作者Menghui Cao, ; Morokoff, W.J.
- 卷第2卷
- 文件大小477.53KB
- 发表时间2004
- DOI10.1109/wsc.2004.1371514
- 页码589-595