Monte Carlo scenario generation for retail loan portfolios
Authors:
- 1 March 2010
- journal article
- Published by Taylor & Francis in Journal of the Operational Research Society
- Vol. 61 (3) , 399-410
Abstract
Journal of the Operational Research Society (JORS) is the world's longest established OR journal and an official journal of The OR Society. It is the aim of the Journal to present papers which are relevant to practitioners, researchers, teachers, students and consumers of operational research, and which cover the theory, practice, history or methodology of OR.Keywords
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