Adaptive integration for multi-factor portfolio credit loss models

X Huang, CW Oosterlee

Research output: Contribution to journalArticleScientificpeer-review

2 Citations (Scopus)
Original languageUndefined/Unknown
Pages (from-to)506-516
Number of pages11
JournalJournal of Computational and Applied Mathematics
Volume231
Issue number2
Publication statusPublished - 2009

Keywords

  • academic journal papers
  • CWTS 0.75 <= JFIS < 2.00

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