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