A semiparametric factor model for CDO surfaces dynamics (Q268745)
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scientific article; zbMATH DE number 6569582
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| English | A semiparametric factor model for CDO surfaces dynamics |
scientific article; zbMATH DE number 6569582 |
Statements
A semiparametric factor model for CDO surfaces dynamics (English)
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15 April 2016
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CDO
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curve trade
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dynamic factor model
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semiparametric model
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surfaces dynamics
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0.7375817894935608
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0.7349163889884949
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0.717721164226532
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0.717694103717804
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0.7118407487869263
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