"A fast wavelet expansion technique for Vasicek multi-factor model of ..."

Kensuke Ishitani (2012)

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DOI: 10.14495/JSIAML.4.13

access: open

type: Journal Article

metadata version: 2021-02-17

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Kensuke Ishitani:
A fast wavelet expansion technique for Vasicek multi-factor model of portfolio credit risk. JSIAM Lett. 4: 13-16 (2012)

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