| |
| 2008 | ||
|---|---|---|
| 2 | EE | Alexander Kreinin, Ahmed Nagi: Calibration of the default probability model. European Journal of Operational Research 185(3): 1462-1476 (2008) |
| 2007 | ||
| 1 | EE | Ben De Prisco, Ian Iscoe, Alexander Kreinin, Ahmed Nagi: A semi-analytical method for VaR and credit exposure analysis. Annals OR 152(1): 23-47 (2007) |
| 1 | Ian Iscoe | [1] |
| 2 | Alexander Kreinin | [1] [2] |
| 3 | Ben De Prisco | [1] |