Adaptive integration for multi-factor portfolio credit loss models (Q2271942): Difference between revisions

@@ Property / author @@
-Cornelis W. Oosterlee
@@ Property / author: Cornelis W. Oosterlee / rank @@
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@@ Property / author @@
+Cornelis W. Oosterlee
@@ Property / author: Cornelis W. Oosterlee / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+VEGAS
@@ Property / describes a project that uses: VEGAS / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.cam.2009.03.017
+Normal rank
@@ Property / OpenAlex ID @@
+W2135825473
@@ Property / OpenAlex ID: W2135825473 / rank @@
+Normal rank
@@ Property / cites work @@
+Remarks on algorithm 006: An adaptive algorithm for numerical integration over an N-dimensional rectangular region
+Normal rank
@@ Property / cites work @@
+Fast Simulation of Multifactor Portfolio Credit Risk
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@@ Property / cites work @@
+Q3328482
@@ Property / cites work: Q3328482 / rank @@
+Normal rank
@@ Property / cites work @@
+An adaptive algorithm for numerical integration over an \(n\)-dimensional cube
+Normal rank
@@ Property / cites work @@
+Comments on the Nature of Automatic Quadrature Routines
+Normal rank
@@ Property / cites work @@
+Practical error estimation in adaptive multidimensional quadrature routines
+Normal rank
@@ Property / cites work @@
+An adaptive algorithm for the approximate calculation of multiple integrals
+Normal rank
@@ Property / cites work @@
+An economic method of computing LPτ-sequences
@@ Property / cites work: An economic method of computing LPτ-sequences / rank @@
+Normal rank
@@ Property / cites work @@
+A new algorithm for adaptive multidimensional integration
+Normal rank