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MULTIVARIATE INTEGRAL PERTURBATION TECHNIQUES I: THEORY - MaRDI portal

MULTIVARIATE INTEGRAL PERTURBATION TECHNIQUES I: THEORY (Q3503045)

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MULTIVARIATE INTEGRAL PERTURBATION TECHNIQUES I: THEORY
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    MULTIVARIATE INTEGRAL PERTURBATION TECHNIQUES I: THEORY (English)
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    20 May 2008
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    multivariate
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    integral
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    perturbation
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    expansion
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    credit
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    correlations
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    options
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    Gaussian
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    Student-\(t\)
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    Padé
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