%0 Journal Article %1 journals/ior/BassambooJZ08 %A Bassamboo, Achal %A Juneja, Sandeep %A Zeevi, Assaf %D 2008 %J Oper. Res. %K dblp %N 3 %P 593-606 %T Portfolio Credit Risk with Extremal Dependence: Asymptotic Analysis and Efficient Simulation. %U http://dblp.uni-trier.de/db/journals/ior/ior56.html#BassambooJZ08 %V 56

@article{journals/ior/BassambooJZ08, added-at = {2024-05-07T00:00:00.000+0200}, author = {Bassamboo, Achal and Juneja, Sandeep and Zeevi, Assaf}, biburl = {https://www.bibsonomy.org/bibtex/24bb1032ec9ef7fc7afec4412f241ae78/dblp}, ee = {https://doi.org/10.1287/opre.1080.0513}, interhash = {b5c7e6b4dcf4d55643bfaaf52f146d13}, intrahash = {4bb1032ec9ef7fc7afec4412f241ae78}, journal = {Oper. Res.}, keywords = {dblp}, number = 3, pages = {593-606}, timestamp = {2024-05-13T07:10:56.000+0200}, title = {Portfolio Credit Risk with Extremal Dependence: Asymptotic Analysis and Efficient Simulation.}, url = {http://dblp.uni-trier.de/db/journals/ior/ior56.html#BassambooJZ08}, volume = 56, year = 2008 }