Correlation expansions for CDO pricing
| Year of publication: |
2007
|
|---|---|
| Authors: | Glasserman, Paul ; Suchintabandid, Sira |
| Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 31.2007, 5, p. 1375-1398
|
| Publisher: |
Elsevier |