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The market standard model for valuing CDOs, the one-factor Gaussian Copola Model : benefits and limitations
Meissner, Gunter - In: The definitive guide to CDOs : market, application, …, (pp. 207-222). 2008
Persistent link: https://www.econbiz.de/10003918714
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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