Pages that link to "Item:Q2517674"

The following pages link to CDO pricing using single factor \(\mathcal M_{G-\mathcal{NI}G}\) copula model with stochastic correlation and random factor loading (Q2517674):

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• Pricing CDO tranches with stochastic correlation and random factor loadings in a mixture copula model (Q2018976) ‎ (← links)