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Exposure at default models with and without the credit conversion factor.

Edward N. C. TongChristophe MuesIain BrownLyn C. Thomas
Published in: Eur. J. Oper. Res. (2016)
Keyphrases
  • databases
  • statistical models
  • artificial intelligence
  • neural network
  • information retrieval
  • information systems
  • three dimensional
  • x ray
  • process model
  • classification models
  • mathematical models