Hedging default risks of CDO tranches in non-homogeneous Markovian contagion models (Q1733754)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hedging default risks of CDO tranches in non-homogeneous Markovian contagion models |
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Hedging default risks of CDO tranches in non-homogeneous Markovian contagion models (English)
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21 March 2019
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CDO tranche
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hedging strategies
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Markov chain
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non-homogeneous
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