Pages that link to "Item:Q3643589"
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The following pages link to PRICING AND HEDGING OF CDO-SQUARED TRANCHES BY USING A ONE FACTOR LÉVY MODEL (Q3643589):
Displayed 4 items.
- Dependent defaults and losses with factor copula models (Q1648673) (← links)
- VNS approach for solving a financial portfolio design problem (Q2631242) (← links)
- AN EXPLICIT OPTION-BASED STRATEGY THAT OUTPERFORMS DOLLAR COST AVERAGING (Q2882689) (← links)
- Basket Option Pricing and Implied Correlation in a One-Factor Lévy Model (Q4689916) (← links)