NOTES ON EXACT AND SEMI-EXACT LÉVY MODELS FOR THE VALUATION OF CDOs (Q2786348): Difference between revisions
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Latest revision as of 11:06, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | NOTES ON EXACT AND SEMI-EXACT LÉVY MODELS FOR THE VALUATION OF CDOs |
scientific article |
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NOTES ON EXACT AND SEMI-EXACT LÉVY MODELS FOR THE VALUATION OF CDOs (English)
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21 September 2010
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CDOs
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correlated debt
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Lévy one-factor model
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Monte Carlo simulation
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control variates
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