Valuation and VaR Computation for CDOs Using Stein’s Method (Q3542255): Difference between revisions

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Revision as of 12:43, 5 March 2024

scientific article
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Valuation and VaR Computation for CDOs Using Stein’s Method
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    Valuation and VaR Computation for CDOs Using Stein’s Method (English)
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    1 December 2008
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    collateralized debt obligations (CDO)
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