Pages that link to "Item:Q3557568"
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The following pages link to Pricing a CDO on stochastically correlated underlyings (Q3557568):
Displaying 17 items.
- Pricing distressed CDOs with stochastic recovery (Q541587) (← links)
- Pricing of CDOs based on the multivariate Wang transform (Q609828) (← links)
- Pricing synthetic CDO with MGB2 distribution (Q896409) (← links)
- Optimal investment in multidimensional Markov-modulated affine models (Q902185) (← links)
- A multivariate stochastic volatility model with applications in the foreign exchange market (Q1621630) (← links)
- Robust time-consistent mean-variance portfolio selection problem with multivariate stochastic volatility (Q2024120) (← links)
- Robust consumption portfolio optimization with stochastic differential utility (Q2065170) (← links)
- A CDO pricing model based on the mixture copula (Q2860186) (← links)
- The static hedging of CDO tranche correlation risk (Q3636731) (← links)
- Optimal investment under multi-factor stochastic volatility (Q4555076) (← links)
- <i>Stochastic Correlation and Volatility Mean-reversion</i>– Empirical Motivation and Derivatives Pricing via Perturbation Theory (Q4586319) (← links)
- International portfolio choice under multi-factor stochastic volatility (Q5079408) (← links)
- A stochastic volatility factor model of heston type. Statistical properties and estimation (Q5085832) (← links)
- PRICING TWO-ASSET BARRIER OPTIONS UNDER STOCHASTIC CORRELATION VIA PERTURBATION (Q5256837) (← links)
- Algorithm 963 (Q5270763) (← links)
- Pricing of mountain range derivatives under a principal component stochastic volatility model (Q5414524) (← links)
- Simulation/Regression Pricing Schemes for CVA Computations on CDO Tranches (Q5419656) (← links)
