Pages that link to "Item:Q335566"
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The following pages link to Pricing \(k\)th realization derivatives and collateralized debt obligation with multivariate Fréchet copula (Q335566):
Displaying 5 items.
- Application of Bernstein Copulas to the Pricing of Multi-Asset Derivatives (Q2849536) (← links)
- Pricing synthetic CDO with multiparameter Archimedean copula models (Q2924695) (← links)
- A Note on ‘Improved Fréchet Bounds and Model-Free Pricing of Multi-Asset Options’ by Tankov (2011) (Q3165500) (← links)
- (Q4689012) (← links)
- Pricing collateralized derivatives with an arbitrary numeraire (Q5109974) (← links)