Pages that link to "Item:Q2843200"
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The following pages link to A fast wavelet expansion technique for Vasicek multi-factor model of portfolio credit risk (Q2843200):
Displaying 3 items.
- An analytical evaluation method of the operational risk using fast wavelet expansion techniques (Q370885) (← links)
- Model-free computation of risk contributions in credit portfolios (Q2185453) (← links)
- A fast wavelet expansion technique for evaluation of portfolio credit risk under the Vasicek multi-factor model (Q2452285) (← links)