Pricing synthetic CDO tranches in a model with default contagion using the matrix analytic approach
Alexander Herbertsson
| Year of publication: |
2008
|
|---|---|
| Authors: | Herbertsson, Alexander |
| Published in: |
The journal of credit risk : published quarterly by Incisive Media. - London : Incisive Media, ISSN 1744-6619, ZDB-ID 21704223. - Vol. 4.2008/09, 4, p. 2-35
|
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009932459