Pages that link to "Item:Q2018976"
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The following pages link to Pricing CDO tranches with stochastic correlation and random factor loadings in a mixture copula model (Q2018976):
Displaying 5 items.
- CDO pricing using single factor \(\mathcal M_{G-\mathcal{NI}G}\) copula model with stochastic correlation and random factor loading (Q2517674) (← links)
- CDO tranche sensitivities in the Gaussian copula model (Q2787481) (← links)
- A CDO pricing model based on the mixture copula (Q2860186) (← links)
- Evaluation of cumulative random shocks generated from a semi-Markov modulated Poisson process and its application to CDO pricing (Q2869485) (← links)
- Simulation/Regression Pricing Schemes for CVA Computations on CDO Tranches (Q5419656) (← links)