| Original language | English |
|---|---|
| Pages (from-to) | 46-52 |
| Journal | Contigencies |
| Volume | 23 |
| Issue number | 2 |
| Publication status | Published - 2011 |
Least squares Monte Carlo approach to liability proxy modelling and capital calculation
Steven Morrison, Mark Cathcart
Research output: Contribution to journal › Article › peer-review