Bassamboo, A., Juneja, S., & Zeevi, A. (2005, December 4). Expected shortfall in credit portfolios with extremal dependence. 2005 Winter Simulation, 1849-1858. https://doi.org/10.5555/1162708.1163030
Chicago-Zitierstil (17. Ausg.)Bassamboo, Achal, Sandeep Juneja, und Assaf Zeevi. "Expected Shortfall in Credit Portfolios with Extremal Dependence." 2005 Winter Simulation 4 Dec. 2005: 1849-1858. https://doi.org/10.5555/1162708.1163030.
MLA-Zitierstil (9. Ausg.)Bassamboo, Achal, et al. "Expected Shortfall in Credit Portfolios with Extremal Dependence." 2005 Winter Simulation, 4 Dec. 2005, pp. 1849-1858, https://doi.org/10.5555/1162708.1163030.
Achtung: Diese Zitate sind unter Umständen nicht zu 100% korrekt.