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Higher-order saddlepoint approximations in the Vasicek portfolio credit loss model
Huang, Xinzheng
;
Oosterlee, Cornelis W.
;
Weide, Hans van der
- In:
The journal of computational finance
11
(
2007/08
)
1
,
pp. 93-113
Persistent link: https://www.econbiz.de/10003643434
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