Pages that link to "Item:Q2873543"

The following pages link to Constant Proportion Debt Obligations (CPDOs): modeling and risk analysis (Q2873543):

Displaying 4 items.

• Theoretical solution versus industry standard: Optimal leverage function for CPDOs (Q845590) (← links)
• Optimal control of perpetual CPDO: minimal cash-out probability and maximal conditional return (Q2925123) (← links)
• Model risk of contingent claims (Q4554508) (← links)
• CPDO WITH FINITE TERMINATION: MAXIMAL RETURN UNDER CASH-IN AND CASH-OUT CONDITIONS (Q5369441) (← links)