| |
| 2009 | ||
|---|---|---|
| 2 | EE | Peter Grundke: Importance sampling for integrated market and credit portfolio models. European Journal of Operational Research 194(1): 206-226 (2009) |
| 2005 | ||
| 1 | EE | Peter Grundke: On the Applicability of a Fourier Based Approach to Integrated Market and Credit Portfolio Models. OR 2005: 211-216 |