Pages that link to "Item:Q5389105"
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The following pages link to CDO TERM STRUCTURE MODELLING WITH LÉVY PROCESSES AND THE RELATION TO MARKET MODELS (Q5389105):
Displaying 4 items.
- Risk modelling on liquidations with Lévy processes (Q2246056) (← links)
- Term structure models driven by general Lévy processes (Q2757293) (← links)
- Notes on exact and semi-exact Lévy models for the valuation of CDOs (Q2786348) (← links)
- Monotonicity of the collateralized debt obligations term structure model (Q2811110) (← links)