Fingerprint
Dive into the research topics of 'Sequential Monte Carlo Samplers for capital allocation under copula-dependent risk models'. Together they form a unique fingerprint.- Sort by
- Weight
- Alphabetically
Sequential Monte Carlo Samplers for capital allocation under copula-dependent risk models
Rodrigo S. Targino*, Gareth W. Peters, Pavel V. Shevchenko
*Corresponding author for this work
Research output: Contribution to journal › Article › peer-review
14
Citations
(Scopus)