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-Zitierstil (17. Ausg.)Bassamboo, A., S. Juneja, und 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-Zitierstil (9. Ausg.)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.
Achtung: Diese Zitate sind unter Umständen nicht zu 100% korrekt.