Pricing of CDOs based on the multivariate Wang transform
| Year of publication: |
2010
|
|---|---|
| Authors: | Kijima, Masaaki ; Motomiya, Shin-ichi ; Suzuki, Yoichi |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 7174093. - Vol. 34.2010, 11, p. 2245-2259
|