Pages that link to "Item:Q2924695"
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The following pages link to Pricing synthetic CDO with multiparameter Archimedean copula models (Q2924695):
Displaying 6 items.
- Pricing \(k\)th realization derivatives and collateralized debt obligation with multivariate Fréchet copula (Q335566) (← links)
- Pricing synthetic CDO with MGB2 distribution (Q896409) (← links)
- Using distortions of copulas to price synthetic CDOs (Q931170) (← links)
- Efficient algorithms for basket default swap pricing with multivariate Archimedean copulas (Q2276220) (← links)
- A CDO pricing model based on the mixture copula (Q2860186) (← links)
- HEDGING OF SYNTHETIC CDO TRANCHES WITH SPREAD AND DEFAULT RISK BASED ON A COMBINED FORECASTING APPROACH (Q4631691) (← links)