Original language | English |
---|---|
Pages (from-to) | 150-156 |
Number of pages | 7 |
Journal | North American Actuarial Journal |
Volume | 14 |
Issue number | 1 |
DOIs | |
Publication status | Published - 1 Jan 2010 |
"Computation of multivariate barrier crossing probability and its applications in credit risk models," Joonghee Huh and Adam Kolkiewicz, July 2008
*Corresponding author for this work
Research output: Contribution to journal › Article › peer-review