Pricing of CDOs based on the multivariate Wang transform
| Autor: | Kijima, Masaaki, Motomiya, Shin-ichi, Suzuki, Yoichi |
|---|---|
| Zdroj: | In Journal of Economic Dynamics and Control 2010 34(11):2245-2258 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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| Autor: | Kijima, Masaaki, Motomiya, Shin-ichi, Suzuki, Yoichi |
|---|---|
| Zdroj: | In Journal of Economic Dynamics and Control 2010 34(11):2245-2258 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
|
Full Text from ScienceDirect