MODELING PRIVATE EQUITY FUNDS AND PRIVATE EQUITY COLLATERALISED FUND OBLIGATIONS
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Publication:4653009
DOI10.1142/S0219024904002359zbMath1107.91349MaRDI QIDQ4653009
Publication date: 28 February 2005
Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)
squared Bessel process; fund of funds; collateralised fund obligation (CFO); Cox--Ingersoll--Ross (CIR) process; Private equity fund
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