Xinzheng Huang

Publication Activity (10 Years)

Years Active: 2008-2011
Publications (10 Years): 0

Publications

Xinzheng Huang, Cornelis W. Oosterlee
Saddlepoint Approximations for Expectations and an Application to CDO Pricing. SIAM J. Financial Math. 2 (1) (2011)
Xinzheng Huang, Cornelis W. Oosterlee
Adaptive integration for multi-factor portfolio credit loss models. J. Comput. Appl. Math. 231 (2) (2009)
Xinzheng Huang, Cornelis W. Oosterlee
Improving Banks' Credit Risk Management. ERCIM News 2009 (78) (2009)
Roger M. Cooke, Susie ElSaadany, Xinzheng Huang
On the performance of social network and likelihood-based expert weighting schemes. Reliab. Eng. Syst. Saf. 93 (5) (2008)