Adaptive integration for Multi-Factor portfolio credit loss models

Journal Article (2007)
Author(s)

X Huang (TU Delft - Numerical Analysis)

C. W. Oosterlee (TU Delft - Numerical Analysis)

Research Group
Numerical Analysis
More Info
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Publication Year
2007
Research Group
Numerical Analysis
Issue number
13
Volume number
07
Pages (from-to)
1-28

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