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MAM Mesters

Journal article (2)

2 records found

1

Computation of VaR and VaR contribution in the Vasicek portfolio credit loss model: a comparative study

Journal article (2007) - X Huang (author) , C. W. Oosterlee (author) , MAM Mesters (author)

Computation of VaR and VaR contribution in the Vasicek portfolio credit loss model: a comparative study

Journal article (2007) - X Huang (author) , C. W. Oosterlee (author) , MAM Mesters (author)