Model-free computation of risk contributions in credit portfolios

  1. Leitao, Á.
  2. Ortiz-Gracia, L.
Journal:
Applied Mathematics and Computation

ISSN: 0096-3003

Year of publication: 2020

Volume: 382

Type: Article

DOI: 10.1016/J.AMC.2020.125351 GOOGLE SCHOLAR

Sustainable development goals