A semiparametric factor model for CDO surfaces dynamics (Q268745): Difference between revisions

@@ Property / author @@
+Wolfgang Karl Härdle
@@ Property / author: Wolfgang Karl Härdle / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+P05
@@ Property / Mathematics Subject Classification ID: 62P05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G05
@@ Property / Mathematics Subject Classification ID: 62G05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H12
@@ Property / Mathematics Subject Classification ID: 62H12 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H25
@@ Property / Mathematics Subject Classification ID: 62H25 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M20
@@ Property / Mathematics Subject Classification ID: 62M20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G40
@@ Property / Mathematics Subject Classification ID: 91G40 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6569582
@@ Property / zbMATH DE Number: 6569582 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+CDO
@@ Property / zbMATH Keywords: CDO / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+curve trade
@@ Property / zbMATH Keywords: curve trade / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+dynamic factor model
@@ Property / zbMATH Keywords: dynamic factor model / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+semiparametric model
@@ Property / zbMATH Keywords: semiparametric model / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+surfaces dynamics
@@ Property / zbMATH Keywords: surfaces dynamics / rank @@
+Normal rank

A semiparametric factor model for CDO surfaces dynamics (Q268745): Difference between revisions

Revision as of 16:04, 27 June 2023

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Mathematics(0 entries)