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On the use of measure-valued strategies in bond markets
De Donno, Marzia; Pratelli, Maurizio - In: Finance and stochastics 8 (2004) 1, pp. 87-109
Persistent link: https://www.econbiz.de/10001910737
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A copula-based model of the term structure of CDO tranches
Cherubini, Umberto; Mulinacci, Sabrina; Romagnoli, Silvia - In: Applied quantitative finance, (pp. 69-81). 2009
Persistent link: https://www.econbiz.de/10003745952