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AMS 90-08


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AMS Classification 90-08
"Computational methods (for Operations research)"

These are all the papers that have the " 90-08 " classification. Note that not all authors/journals assign MSC codes.     (sorted by date)

Exact and Efficient Simulation of Correlated Defaults
by Kay Giesecke of Stanford University,
Hossein Kakavand of the Perot Group,
Mohammad Mousavi of Stanford University, and
Hideyuki Takada of Mizuho-DL Financial Technology
(530K PDF) -- 29 pages -- November 2010

Affine Point Processes and Portfolio Credit Risk
by Eymen Errais of Calypso,
Kay Giesecke of Stanford University, and
Lisa R. Goldberg of MSCI Barra
(206K PDF) -- 24 pages -- September 2010

 

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