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  • Search: subject:"Wynn’s epsilon algorithm"
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Year of publication
Subject
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Compound Poisson model 2 Cubic spline interpolation 2 Double exponential formula 2 Haar wavelet 2 Operational risk 2 Wynn’s epsilon algorithm 2 Algorithm 1 Algorithmus 1 Operationelles Risiko 1 Risikomanagement 1 Risikomaß 1 Risk management 1 Risk measure 1 State space model 1 Stochastic process 1 Stochastischer Prozess 1 Theorie 1 Theory 1 Time series analysis 1 Zeitreihenanalyse 1 Zustandsraummodell 1
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Article 2
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1 Undetermined 1
Author
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Ishitani, Kensuke 2 Sato, Kenichi 2
Published in...
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Asia-Pacific Financial Markets 1 Asia-Pacific financial markets 1
Source
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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An Analytical Evaluation Method of the Operational Risk Using Fast Wavelet Expansion Techniques
Ishitani, Kensuke; Sato, Kenichi - In: Asia-Pacific Financial Markets 20 (2013) 3, pp. 283-309
transformation for oscillatory integrals, (3) Finite series expansion of the wavelet scaling coefficients, (4) Wynn’s epsilon … algorithm to accelerate the convergence of those series, (5) Efficient cubic spline interpolation method to calculate the moment …
Persistent link: https://www.econbiz.de/10010989068
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Cover Image
An analytical evaluation method of the operational risk using fast wavelet expansion techniques
Ishitani, Kensuke; Sato, Kenichi - In: Asia-Pacific financial markets 20 (2013) 3, pp. 283-309
Persistent link: https://www.econbiz.de/10010188301
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