Computation of Multivariate Barrier Crossing Probability and its Applications in Credit Risk Models

North American Actuarial Journal

Volumn 12, Issue 3, 2008, Pages 263-291

  Huh, Joonghee ^a   Kolkiewicz, Adam ^b  

^a PRUDENTIAL FINANCIAL   (United States)

^b UNIVERSITY OF WATERLOO   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 75049085566     PISSN: 10920277     EISSN: None     Source Type: Journal    
DOI: 10.1080/10920277.2008.10597521     Document Type: Article

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