“Computation of Multivariate Barrier Crossing Probability and Its Applications in Credit Risk Models,” Joonghee Huh and Adam Kolkiewicz, July 2008

Tak Siu

North American Actuarial Journal, 2010, vol. 14, issue 1, 150-156

Date: 2010
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DOI: 10.1080/10920277.2010.10597582

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