A POISSON MODEL WITH COMMON SHOCKS FOR CDO VALUATION
| Year of publication: |
2004
|
|---|---|
| Authors: | Lee, Chih-wei ; Kuo, Cheng-kun ; Urrutia, Jorge Luis |
| Published in: |
The journal of fixed income. - New York, NY : Inst. Investor, Inc., ISSN 1059-8596, ZDB-ID 11161036. - Vol. 14.2004, 3, p. 72-81
|