Pricing distressed CDOs with stochastic recovery
| Year of publication: |
2010
|
|---|---|
| Authors: | Höcht, Stephan ; Zagst, Rudi |
| Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 13875164. - Vol. 13.2010, 3, p. 219-245
|