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Interacting path systems for credit portfolio risk analysis

Pierre del Moral 1, 2 Frédéric Patras 3 
1 ALEA - Advanced Learning Evolutionary Algorithms
Inria Bordeaux - Sud-Ouest, UB - Université de Bordeaux, CNRS - Centre National de la Recherche Scientifique : UMR5251
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https://hal.inria.fr/inria-00537891
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Submitted on : Friday, November 19, 2010 - 4:02:54 PM
Last modification on : Thursday, August 4, 2022 - 5:05:32 PM

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  • HAL Id : inria-00537891, version 1

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Pierre del Moral, Frédéric Patras. Interacting path systems for credit portfolio risk analysis. D. Brigo, T. Bielecki, F. Patras. Recent advancements in the theory and practice of credit derivatives, Bloomberg Press, 2010. ⟨inria-00537891⟩

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