Ishitani, K. (2014). A fast wavelet expansion technique for evaluation of portfolio credit risk under the Vasicek multi-factor model. Japan journal of industrial and applied mathematics, 31(1), 1-24. https://doi.org/10.1007/s13160-013-0130-4
Citace podle Chicago (17th ed.)Ishitani, Kensuke. "A Fast Wavelet Expansion Technique for Evaluation of Portfolio Credit Risk Under the Vasicek Multi-factor Model." Japan Journal of Industrial and Applied Mathematics 31, no. 1 (2014): 1-24. https://doi.org/10.1007/s13160-013-0130-4.
Citace podle MLA (9th ed.)Ishitani, Kensuke. "A Fast Wavelet Expansion Technique for Evaluation of Portfolio Credit Risk Under the Vasicek Multi-factor Model." Japan Journal of Industrial and Applied Mathematics, vol. 31, no. 1, 2014, pp. 1-24, https://doi.org/10.1007/s13160-013-0130-4.