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"On the formulation of credit barrier model using radial basis functions."

Humphrey K. K. Tung, Michael C. S. Wong (2014)

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DOI: 10.1057/JORS.2013.93

access: closed

type: Journal Article

metadata version: 2020-06-08

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Humphrey K. K. Tung, Michael C. S. Wong:
On the formulation of credit barrier model using radial basis functions. J. Oper. Res. Soc. 65(9): 1437-1452 (2014)

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