| |
| 2004 | ||
|---|---|---|
| 2 | EE | Menghui Cao, William J. Morokoff: Portfolio Credit Risk Analysis Involving CDO Tranches. Winter Simulation Conference 2004: 1628- |
| 1 | EE | Menghui Cao, William J. Morokoff: Calibrating Credit Portfolio Loss Distributions. Winter Simulation Conference 2004: 1661- |
| 1 | William J. Morokoff | [1] [2] |