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Generalized beta regression models for random loss given default
Huang, Xinzheng; Oosterlee, Cornelis W. - In: The journal of credit risk : published quarterly by … 7 (2011/12) 1, pp. 45-70
Persistent link: https://www.econbiz.de/10009424789
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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