Denting the FRTB‐IMA Computational Challenge via Orthogonal Chebyshev Sliding Technique
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2019 ◽
Vol 276
(12)
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pp. 3405-3412
2016 ◽
Vol 13
(5)
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pp. S102
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2000 ◽
Vol 23
(4)
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pp. 586-594
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