From insurance risk to credit portfolio management: a new approach to pricing CDOs (Q4554223): Difference between revisions

@@ Property / author @@
-Luca Vincenzo Ballestra
@@ Property / author: Luca Vincenzo Ballestra / rank @@
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@@ Property / author @@
+Luca Vincenzo Ballestra
@@ Property / author: Luca Vincenzo Ballestra / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1080/14697688.2015.1136076
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@@ Property / OpenAlex ID @@
+W2344661477
@@ Property / OpenAlex ID: W2344661477 / rank @@
+Normal rank
@@ Property / cites work @@
+An operator splitting harmonic differential quadrature approach to solve Young's model for life insurance risk
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+The evaluation of American options in a stochastic volatility model with jumps: an efficient finite element approach
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+Mark-to-model for cash CDOs through indifference pricing
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+Pricing life insurance under stochastic mortality via the instantaneous Sharpe ratio
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