Mark-to-model for cash CDOs through indifference pricing
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Publication:2893072
DOI10.1080/14697688.2011.620977zbMath1241.91110OpenAlexW2139309577MaRDI QIDQ2893072
Publication date: 25 June 2012
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697688.2011.620977
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