An Analytical Evaluation Method of the Operational Risk Using Fast Wavelet Expansion Techniques
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2013 ◽
Vol 20
(3)
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pp. 283-309
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Credit risk contributions under the Vasicek one-factor model: a fast wavelet expansion approximation
2014 ◽
Vol 17
(4)
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pp. 59-97
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1994 ◽
Vol 36
(12)
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pp. 1152-1163
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1991 ◽
Vol 205
(1)
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pp. 31-39
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