Pages that link to "Item:Q2860186"
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The following pages link to A CDO pricing model based on the mixture copula (Q2860186):
Displaying 9 items.
- Pricing of CDOs based on the multivariate Wang transform (Q609828) (← links)
- Using distortions of copulas to price synthetic CDOs (Q931170) (← links)
- Default models based on scale mixtures of Marshall-Olkin copulas: properties and applications (Q1938497) (← links)
- Pricing CDO tranches with stochastic correlation and random factor loadings in a mixture copula model (Q2018976) (← links)
- CDO pricing using single factor \(\mathcal M_{G-\mathcal{NI}G}\) copula model with stochastic correlation and random factor loading (Q2517674) (← links)
- CDO tranche sensitivities in the Gaussian copula model (Q2787481) (← links)
- Pricing CDOs with state-dependent stochastic recovery rates (Q2873547) (← links)
- Pricing synthetic CDO with multiparameter Archimedean copula models (Q2924695) (← links)
- Modelling credit default swap spreads by means of normal mixtures and copulas (Q4673732) (← links)
