{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2024,9,4]],"date-time":"2024-09-04T18:53:02Z","timestamp":1725475982385},"publisher-location":"Berlin, Heidelberg","reference-count":10,"publisher":"Springer Berlin Heidelberg","isbn-type":[{"type":"print","value":"9783540340751"},{"type":"electronic","value":"9783540340768"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2006]]},"DOI":"10.1007\/11751595_82","type":"book-chapter","created":{"date-parts":[[2006,5,11]],"date-time":"2006-05-11T10:27:59Z","timestamp":1147343279000},"page":"777-784","source":"Crossref","is-referenced-by-count":0,"title":["Optimization Problems in the Simulation of Multifactor Portfolio Credit Risk"],"prefix":"10.1007","author":[{"given":"Wanmo","family":"Kang","sequence":"first","affiliation":[]},{"given":"Kyungsik","family":"Lee","sequence":"additional","affiliation":[]}],"member":"297","reference":[{"key":"82_CR1","volume-title":"Credit: The Complete Guide to Pricing, Hedging and Risk Management","author":"A. Avranitis","year":"2001","unstructured":"Avranitis, A., Gregory, J.: Credit: The Complete Guide to Pricing, Hedging and Risk Management. Risk Books, London (2001)"},{"key":"82_CR2","volume-title":"Monte Carlo Methods in Financial Engineering","author":"P. Glasserman","year":"2004","unstructured":"Glasserman, P.: Monte Carlo Methods in Financial Engineering. Springer, New York (2004)"},{"key":"82_CR3","unstructured":"Glasserman, P., Kang, W., Shahabuddin, P.: Fast simulation of multifactor portfolio credit risk. Technical report, Graduate School of Business and IEOR Department, Columbia University (February 2005)"},{"key":"82_CR4","doi-asserted-by":"crossref","unstructured":"Glasserman, P., Li, J.: Importance sampling for portfolio credit risk. Management Science (2005)","DOI":"10.1287\/mnsc.1050.0415"},{"key":"82_CR5","volume-title":"CreditMetrics Technical Document","author":"G. Gupton","year":"1997","unstructured":"Gupton, G., Finger, C., Bhatia, M.: CreditMetrics Technical Document. J.P. Morgan & Co., New York (1997)"},{"key":"82_CR6","unstructured":"Kalkbrener, M., Lotter, H., Overbeck, L.: Sensible and efficient capital allocation for credit portfolios. RISK, S19\u2013S24 (Janauary 2004)"},{"key":"82_CR7","doi-asserted-by":"crossref","DOI":"10.1007\/978-3-540-24777-7","volume-title":"Knapsack Problems","author":"H. Kellerer","year":"2004","unstructured":"Kellerer, H., Pferschy, U., Pisinger, D.: Knapsack Problems. Springer, Heidelberg (2004)"},{"key":"82_CR8","doi-asserted-by":"publisher","first-page":"199","DOI":"10.1080\/14697680400000024","volume":"4","author":"S. Merino","year":"2004","unstructured":"Merino, S., Nyfeler, M.A.: Applying importance sampling for estimating coherent credit risk contributions. Quantitative Finance\u00a04, 199\u2013207 (2004)","journal-title":"Quantitative Finance"},{"key":"82_CR9","doi-asserted-by":"crossref","unstructured":"Morokoff, W.: An importance sampling method for portfolios of credit risky assets. In: Ingalls, R., Rossetti, M., Smith, J., Peters, B. (eds.) Proceedings of the 2004 Winter Simulation Conference, pp. 1668\u20131676 (2004)","DOI":"10.1109\/WSC.2004.1371515"},{"key":"82_CR10","doi-asserted-by":"publisher","DOI":"10.1007\/b98874","volume-title":"Numerical Optimization","author":"J. Nocedal","year":"1999","unstructured":"Nocedal, J., Wright, S.J.: Numerical Optimization. Springer, New York (1999)"}],"container-title":["Lecture Notes in Computer Science","Computational Science and Its Applications - ICCSA 2006"],"original-title":[],"link":[{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/11751595_82.pdf","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2021,4,27]],"date-time":"2021-04-27T03:00:18Z","timestamp":1619492418000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/11751595_82"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2006]]},"ISBN":["9783540340751","9783540340768"],"references-count":10,"URL":"https:\/\/doi.org\/10.1007\/11751595_82","relation":{},"ISSN":["0302-9743","1611-3349"],"issn-type":[{"type":"print","value":"0302-9743"},{"type":"electronic","value":"1611-3349"}],"subject":[],"published":{"date-parts":[[2006]]}}}