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Implications of stochastic recovery rates in evaluating CDO tranches
Garcia, Tania, (2004)
CDO Pricing : Copula Implied by Risk Neutral Dynamics
Hitier, Sebastien, (2016)
CDO Tranche Analytic Pricing with Subordinator Levy Marshall-Olkin Correlation
Giovannitti, Stefano, (2016)
Hedging issues for CDOs
Cousin, Areski, (2008)
Hedging CDO tranches in a Markovian environment
Cousin, Areski, (2011)
Achat et location, les déterminants économiques
Laurent, Jean-Paul, (1994)