Pages that link to "Item:Q541587"
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The following pages link to Pricing distressed CDOs with stochastic recovery (Q541587):
Displaying 4 items.
- Dependent defaults and losses with factor copula models (Q1648673) (← links)
- Default models based on scale mixtures of Marshall-Olkin copulas: properties and applications (Q1938497) (← links)
- Simulation algorithms for hierarchical Archimedean copulas beyond the completely monotone case (Q2178938) (← links)
- A new R package for actuarial survival models (Q2259213) (← links)