Work

Numerically Stable Computation of CreditRisk+

Year: 2004

Type: book-chapter

Source: Springer finance

DOI: 10.1007/978-3-662-06427-6_5

Authors: Hermann Haaf, Oliver Reiß, John Schoenmakers

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W85449395

FWCI: 6.116

Cites: 10

Cited by: 28

Related to: 10