DYNAMIC CDO TERM STRUCTURE MODELING (Q3069957): Difference between revisions

@@ Property / DOI @@
-.1111/j.1467-9965.2010.00421.x
@@ Property / DOI: 10.1111/j.1467-9965.2010.00421.x / rank @@
-Normal rank
@@ Property / author @@
-Ludger Overbeck
@@ Property / author: Ludger Overbeck / rank @@
-Normal rank
@@ Property / author @@
+Ludger Overbeck
@@ Property / author: Ludger Overbeck / rank @@
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@@ 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/10.1111/j.1467-9965.2010.00421.x
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@@ Property / OpenAlex ID @@
+W2108790053
@@ Property / OpenAlex ID: W2108790053 / rank @@
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@@ Property / cites work @@
+Equivalent and absolutely continuous measure changes for jump-diffusion processes
+Normal rank
@@ Property / cites work @@
+Affine processes and applications in finance
@@ Property / cites work: Affine processes and applications in finance / rank @@
+Normal rank
@@ Property / cites work @@
+Background filtrations and canonical loss processes for top-down models of portfolio credit risk
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+Term-structure models. A graduate course
@@ Property / cites work: Term-structure models. A graduate course / rank @@
+Normal rank
@@ Property / cites work @@
+Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
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@@ Property / cites work @@
+Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales
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@@ Property / cites work @@
+Q5706744
@@ Property / cites work: Q5706744 / rank @@
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@@ Property / cites work @@
+A NEW FRAMEWORK FOR DYNAMIC CREDIT PORTFOLIO LOSS MODELLING
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@@ Property / cites work @@
+PRICING COUPON-BOND OPTIONS AND SWAPTIONS IN AFFINE TERM STRUCTURE MODELS
+Normal rank
@@ Property / DOI @@
+.1111/J.1467-9965.2010.00421.X
@@ Property / DOI: 10.1111/J.1467-9965.2010.00421.X / rank @@
+Normal rank