Quantifying credit portfolio losses under multi-factor models (Q5031704): 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 @@
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+QRM
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+W2793950976
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@@ Property / cites work @@
+Numerical Inversion of Laplace Transforms of Probability Distributions
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@@ Property / cites work @@
+Q4945342
@@ Property / cites work: Q4945342 / rank @@
+Normal rank
@@ Property / cites work @@
+Efficient estimation of large portfolio loss probabilities in \(t\)-copula models
+Normal rank
@@ Property / cites work @@
+Ten Lectures on Wavelets
@@ Property / cites work: Ten Lectures on Wavelets / rank @@
+Normal rank
@@ Property / cites work @@
+A Novel Pricing Method for European Options Based on Fourier-Cosine Series Expansions
+Normal rank
@@ Property / cites work @@
+Quadratic Transform Approximation for CDO Pricing in Multifactor Models
+Normal rank
@@ Property / cites work @@
+LARGE DEVIATIONS IN MULTIFACTOR PORTFOLIO CREDIT RISK
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@@ Property / cites work @@
+Haar wavelets-based approach for quantifying credit portfolio losses
+Normal rank
@@ Property / cites work @@
+Q5253267
@@ Property / cites work: Q5253267 / rank @@
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@@ Property / cites work @@
+Peaks and jumps reconstruction with \(B\)-splines scaling functions
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@@ Property / cites work @@
+Robust Pricing of European Options with Wavelets and the Characteristic Function
+Normal rank
@@ Property / cites work @@
+REGULATORY CAPITAL MODELING FOR CREDIT RISK
@@ Property / cites work: REGULATORY CAPITAL MODELING FOR CREDIT RISK / rank @@
+Normal rank
@@ Property / cites work @@
+A note on the large homogeneous portfolio approximation with the Student-\(t\) copula
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@@ links / mardi / name / links / mardi / name @@
+Publication:5031704