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2005-2008
Levy process
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Levy-Prozess
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Theorie
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Optionspreistheorie
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Poisson-Prozess
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Option pricing theory
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Brownian motion
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Seo, Sang Byung
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Wachter, Jessica
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ECONIS (ZBW)
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Do rare events explain CDX tranche spreads?
Seo, Sang Byung
;
Wachter, Jessica
-
2016
Persistent link: https://www.econbiz.de/10011563045
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2
Do rare events explain CDX tranche spreads?
Seo, Sang Byung
;
Wachter, Jessica
-
2016
Persistent link: https://www.econbiz.de/10011843791
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