Adaptive integration for Multi-Factor portfolio credit loss models

X Huang, CW Oosterlee

Research output: Contribution to journal › Article › Professional

Original language	Undefined/Unknown
Pages (from-to)	1-28
Number of pages	28
Journal	Reports of the Department of Applied Mathematical Analysis
Volume	07
Issue number	13
Publication status	Published - 2007

Keywords

@article{1359869dc3904c7595340cf6d9550f43,

title = "Adaptive integration for Multi-Factor portfolio credit loss models",

keywords = "Vakpubl., Overig wet. > 3 pag",

author = "X Huang and CW Oosterlee",

year = "2007",

language = "Undefined/Unknown",

volume = "07",

pages = "1--28",

journal = "Reports of the Department of Applied Mathematical Analysis",

issn = "1389-6520",

number = "13",

}