2009
Adaptive integration for multi-factor portfolio credit loss models
Publication
Publication
Journal of Computational and Applied Mathematics , Volume 231 p. 506- 516
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| Elsevier | |
| Journal of Computational and Applied Mathematics | |
| Organisation | Scientific Computing |
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Huang, X., & Oosterlee, K. (2009). Adaptive integration for multi-factor portfolio credit loss models. Journal of Computational and Applied Mathematics, 231, 506–516. |
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