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~isPartOf:"The journal of real estate finance and economics"
~isPartOf:"The definitive guide to CDOs : market, application, valuation and hedging"
~subject:"Hedging"
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The journal of real estate finance and economics
The definitive guide to CDOs : market, application, valuation and hedging
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Hedging issues for CDOs
Cousin, Areski
;
Laurent, Jean-Paul
- In:
The definitive guide to CDOs : market, application, …
,
(pp. 461-480)
.
2008
Persistent link: https://www.econbiz.de/10003918855
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2
Hedging CDOs in the one-factor Gaussian Copula framework
Meissner, Gunter
;
Hector, Richard
;
Rasmussen, Thomas
- In:
The definitive guide to CDOs : market, application, …
,
(pp. 481-499)
.
2008
Persistent link: https://www.econbiz.de/10003918859
Saved in:
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