@misc{HaafReissSchoenmakers2004, author = {Hermann Haaf and Oliver Reiß and John Schoenmakers}, title = {Numerically stable computation of CreditRisk+}, institution = {Weierstraß-Institut f{\"u}r Angewandte Analysis und Stochastik (WIAS)}, type = {preprintmatheon}, year = {2004}, }