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Higher order saddlepoint approximations in the Vasicek portfolio credit loss model
Adaptive integration for multi-factor portfolio credit loss models
Computation of VaR and VaR Contribution in the Vasicek portfolio credit loss model: A comparative study
Nonnegative matrix factorization of a correlation matrix
Generalized beta regression models for random loss-given-default
Saddlepoint approximations for expectations
Saddlepoint Approximations for Expectations and an Application to CDO Pricing
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