APA (7th ed.) Citation

Bassamboo, A., Juneja, S., & Zeevi, A. (2005). Expected shortfall in credit portfolios with extremal dependence. Proceedings of the Winter Simulation Conference, 2005, 10 pp.. https://doi.org/10.1109/WSC.2005.1574461

Chicago Style (17th ed.) Citation

Bassamboo, A., S. Juneja, and A. Zeevi. "Expected Shortfall in Credit Portfolios with Extremal Dependence." Proceedings of the Winter Simulation Conference, 2005 2005: 10 pp.. https://doi.org/10.1109/WSC.2005.1574461.

MLA (9th ed.) Citation

Bassamboo, A., et al. "Expected Shortfall in Credit Portfolios with Extremal Dependence." Proceedings of the Winter Simulation Conference, 2005, 2005, p. 10 pp., https://doi.org/10.1109/WSC.2005.1574461.