A fast wavelet expansion technique for evaluation of portfolio credit risk under the Vasicek multi-factor model (Q2452285): Difference between revisions

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+Analysis of credit event impact with self-exciting intensity model
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+Q4888818
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+A fast wavelet expansion technique for Vasicek multi-factor model of portfolio credit risk
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+On a Device for Computing the e m (S n ) Transformation
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+.1007/S13160-013-0130-4
@@ Property / DOI: 10.1007/S13160-013-0130-4 / rank @@
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