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