The Normal Inverse Gaussian Distribution for Synthetic CDO Pricing
| Year of publication: |
2007
|
|---|---|
| Authors: | Kalemanova, Anna ; Schmid, Bernd ; Werner, Ralf |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Institutional Investor, ISSN 1074-1240, ZDB-ID 11690045. - Vol. 14.2007, 3, p. 80-93
|