Adaptive integration for multi-factor portfolio credit loss models

Journal Article (2009)

Author(s)

X Huang (TU Delft - Numerical Analysis)

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

Research Group

Numerical Analysis

CWTS 0.75 <= JFIS < 2.00 Academic journal papers

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Publication Year

2009

Research Group

Numerical Analysis

Issue number

2

Volume number

231

Pages (from-to)

506-516

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