Xinzheng Huang

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Person:2271941


List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Saddlepoint approximations for expectations and an application to CDO pricing
SIAM Journal on Financial Mathematics
2012-04-19Paper
Adaptive integration for multi-factor portfolio credit loss models
Journal of Computational and Applied Mathematics
2009-08-05Paper
Nonnegative matrix factorization of a correlation matrix
Linear Algebra and its Applications
2009-06-23Paper


Research outcomes over time


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