Gaussian and Poisson approximation: applications to CDOs tranche pricing (Q3622839)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Gaussian and Poisson approximation: applications to CDOs tranche pricing |
scientific article |
Statements
Gaussian and Poisson approximation: applications to CDOs tranche pricing (English)
0 references
28 April 2009
0 references
option pricing
0 references
CDO
0 references
Gaussian approximation
0 references
Poisson approximation
0 references
