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主办：中国优选法统筹法与经济数学研究会
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主办：中国优选法统筹法与经济数学研究会
中国科学院科技战略咨询研究院
Chinese Journal of Management Science ›› 2004, Vol. ›› Issue (6): 29-33.
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CAI Feng-jing1,2, YANG Yi-dang3, LI Yuan1
Received:2004-04-15
Revised:2004-11-15
Online:2004-12-28
Published:2012-03-07
CLC Number:
CAI Feng-jing,YANG Yi-dang,LI Yuan. Saddlepoint approximation of Creditrisk+ Basing on Severity Variation[J]. Chinese Journal of Management Science, 2004, (6): 29-33.
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