"Adaptive integration for multi-factor portfolio credit loss models."

Xinzheng Huang, Cornelis W. Oosterlee (2009)

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DOI: 10.1016/J.CAM.2009.03.017

access: open

type: Journal Article

metadata version: 2021-02-16

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Xinzheng Huang, Cornelis W. Oosterlee:
Adaptive integration for multi-factor portfolio credit loss models. J. Comput. Appl. Math. 231(2): 506-516 (2009)

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