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1 Ergebnisse
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A sparse grid approach to balance sheet risk measurement:
Bénézet, Cyril
;
Bonnefoy, Jérémie
;
Chassagneux, Jean-François
...
ESAIM: Proceedings and Surveys. 65 (2019) - p. 236-265 , 2019
Link:
https://doi.org/10.1051/proc/201965236
RT Journal T1
A sparse grid approach to balance sheet risk measurement
UL https://suche.suub.uni-bremen.de/peid=cr-10.1051_proc_201965236&Exemplar=1&LAN=DE A1 Bénézet, Cyril A1 Bonnefoy, Jérémie A1 Chassagneux, Jean-François A1 Deng, Shuoqing A1 Garcia Trillos, Camilo A1 Lenôtre, Lionel A1 Bouchard, B. A1 Chassagneux, J.-F. A1 Delarue, F. A1 Gobet, E. A1 Lelong, J. PB EDP Sciences YR 2019 SN 2267-3059 JF ESAIM: Proceedings and Surveys VO 65 SP 236 OP 265 LK http://dx.doi.org/https://doi.org/10.1051/proc/201965236 DO https://doi.org/10.1051/proc/201965236 SF ELIB - SuUB Bremen
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