Modeling the evolution of implied CDO correlations
| Year of publication: |
2010
|
|---|---|
| Authors: | Hofert, Marius ; Scherzer, Matthias ; Zagst, Rudi |
| Published in: |
Financial markets and portfolio management. - Heidelberg [u.a.] : Springer, ISSN 1555-4961, ZDB-ID 20524808. - Vol. 24.2010, 3, p. 289-308
|