Applying Scenario Optimization to Portfolio Credit Risk

Helmut Mausser and Dan Rosen

Journal of Risk Finance, 2001, vol. 2, issue 2, 36-48

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Date: 2001
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Persistent link: https://EconPapers.repec.org/RePEc:eme:jrfpps:eb043460

DOI: 10.1108/eb043460

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