Tail approximations for portfolio credit risk

Journal of Derivatives

Volumn 12, Issue 2, 2004, Pages 24-42

  Glasserman, Paul ^a  

^a The Sanford C Bernstein Co Center for Leadership and Ethics   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 85014560508     PISSN: 10741240     EISSN: None     Source Type: Journal    
DOI: 10.3905/jod.2004.450966     Document Type: Article

References (18)

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