Pricing and hedging CDO tranches using latent one-factor models: An empirical study (English)
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- New search for: Höcht, S.
- New search for: Scherer, M.
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- New search for: Höcht, S.
- New search for: Scherer, M.
- New search for: Spitaler, P.
- Article (Journal) / Electronic Resource
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Title:Pricing and hedging CDO tranches using latent one-factor models: An empirical study
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Contributors:
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Publication date:2016-04-22
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Type of media:Article (Journal)
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Type of material:Electronic Resource
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Language:English
- New search for: 510
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DDC: 510 -
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