Mark-to-model for cash CDOs through indifference pricing (Q2893072)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mark-to-model for cash CDOs through indifference pricing |
scientific article |
Statements
Mark-to-model for cash CDOs through indifference pricing (English)
0 references
25 June 2012
0 references
credit derivatives
0 references
utility indifference
0 references
Lévy process
0 references
valuations
0 references
