Adaptive integration for multi-factor portfolio credit loss models (Q2271942)

From MaRDI portal
Revision as of 18:58, 29 February 2024 by SwMATHimport240215 (talk | contribs) (‎Changed an Item)
scientific article
Language Label Description Also known as
English
Adaptive integration for multi-factor portfolio credit loss models
scientific article

    Statements

    title
    Adaptive integration for multi-factor portfolio credit loss models (English)
    0 references
    author
    Xinzheng Huang
    0 references
    Cornelis W. Oosterlee
    0 references
    publication date
    5 August 2009
    0 references
    Mathematics Subject Classification ID
    91G60
    0 references
    65D30
    0 references
    65C05
    0 references
    zbMATH DE Number
    5590363
    0 references
    zbMATH Keywords
    adaptive integration
    0 references
    Genz-Malik rule
    0 references
    Monte Carlo
    0 references
    credit portfolio loss
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2271942&oldid=23968357"
    Powered by MediaWiki