Pages that link to "Item:Q609828"
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The following pages link to Pricing of CDOs based on the multivariate Wang transform (Q609828):
Displaying 6 items.
- Comparison of increasing directionally convex transformations of random vectors with a common copula (Q414603) (← links)
- Pricing CDO tranches with stochastic correlation and random factor loadings in a mixture copula model (Q2018976) (← links)
- Incorporating multi-dimensional tail dependencies in the valuation of credit derivatives (Q2866394) (← links)
- Risk Measures and Asset Pricing Models with New Versions of Wang Transform (Q2950564) (← links)
- From insurance risk to credit portfolio management: a new approach to pricing CDOs (Q4554223) (← links)
- (Q4689012) (← links)