✦ LIBER ✦
A fast wavelet expansion technique for evaluation of portfolio credit risk under the Vasicek multi-factor model
✍ Scribed by Ishitani, Kensuke
- Book ID
- 121432893
- Publisher
- Japan Society for Industrial and Applied Mathematics
- Year
- 2013
- Tongue
- English
- Weight
- 593 KB
- Volume
- 31
- Category
- Article
- ISSN
- 0916-7005
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