Evaluation of cumulative random shocks generated from a semi-Markov modulated Poisson process and its application to CDO pricing (Q2869485)
From MaRDI portal
!
WARNING
This is the item page for this Wikibase entity, intended for internal use and editing purposes.
Please use the normal view instead:
scientific article; zbMATH DE number 6242753
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Evaluation of cumulative random shocks generated from a semi-Markov modulated Poisson process and its application to CDO pricing |
scientific article; zbMATH DE number 6242753 |
Statements
3 January 2014
0 references
Evaluation of cumulative random shocks generated from a semi-Markov modulated Poisson process and its application to CDO pricing (English)
0 references
0.8405285477638245
0 references
0.7642906308174133
0 references
0.7419386506080627
0 references
0.7413394451141357
0 references
0.7384201884269714
0 references
