"Computation of multivariate barrier crossing probability and its applications in credit risk models," Joonghee Huh and Adam Kolkiewicz, July 2008

Tak Kuen Siu*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
Pages (from-to)150-156
Number of pages7
JournalNorth American Actuarial Journal
Issue number1
Publication statusPublished - 1 Jan 2010

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