Tony Wirjanto

Identifiers

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Papers (2)

1. Wrong-Way Bounds in Counterparty Credit Risk Management q-fin.RM · 2015 · author #3
2. Improved Algorithms for Computing Worst Value-at-Risk: Numerical Challenges and the Adaptive Rearrangement Algorithm q-fin.RM · 2015 · author #4

Mentions

No mention provenance yet.

Frequent Coauthors

• Amir Memartoluie 2 shared papers
• David Saunders 2 shared papers
• Marius Hofert 1 shared papers