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TITLE: Simulation of McKean-Vlasov SDEs with super-linear growth  Full Text
AUTHORS: dos Reis, G ; Engelhardt, S; Smith, G;
PUBLISHED: 2022, SOURCE: IMA JOURNAL OF NUMERICAL ANALYSIS, VOLUME: 42, ISSUE: 1
INDEXED IN: Scopus WOS CrossRef: 15
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TITLE: Capturing model risk and rating momentum in the estimation of probabilities of default and credit rating migrations  Full Text
AUTHORS: dos Reis, G ; Pfeuffer, M; Smith, G;
PUBLISHED: 2020, SOURCE: Quantitative Finance, VOLUME: 20, ISSUE: 7
INDEXED IN: CrossRef: 11
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