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| 1. | Default Boundary Problem
Publishing author: KREININ Alexander
Co-author(s): ISCOE Ian
Working paper (2001 - Algorithmics Inc.) - English
Online since 2006.03.14 at 17:56:43 -
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Abstract | Download (.pdf - 180 KB) - Zip version (150 KB) |
| | 2. | Robust Monte Carlo simulation for approximate covariance matrices and VaR
Publishing author: KREININ Alexander
Co-author(s): LEVIN Alexander
Journal article (2000 - Probabilistic Constrained Optimization) - English
Online since 2006.03.14 at 18:55:08 -
157 download(s) - 0
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Abstract | Download (.pdf - 216 KB) - Zip version (149 KB) |
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