Pages that link to "Item:Q2786348"
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The following pages link to Notes on exact and semi-exact Lévy models for the valuation of CDOs (Q2786348):
Displaying 5 items.
- Efficient wavelets-based valuation of synthetic CDO tranches (Q495089) (← links)
- Valuation of synthetic CDOs with affine jump-diffusion processes involving Lévy stable distributions (Q2256412) (← links)
- Evaluation of cumulative random shocks generated from a semi-Markov modulated Poisson process and its application to CDO pricing (Q2869485) (← links)
- Calibration of financial models using quasi-Monte Carlo (Q3087042) (← links)
- VALUATION OF FLOATING RANGE NOTES IN LÉVY TERM‐STRUCTURE MODELS (Q5488974) (← links)