"Calculation of default probability (PD) solving Merton Model PDEs on ..."

Philipp Schroeder, Gabriel Wittum (2009)

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DOI: 10.1109/IPDPS.2009.5161149

access: closed

type: Conference or Workshop Paper

metadata version: 2023-03-24

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Philipp Schroeder, Gabriel Wittum:
Calculation of default probability (PD) solving Merton Model PDEs on sparse grids. IPDPS 2009: 1-6

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