Pages that link to "Item:Q2866389"
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The following pages link to Pricing collateralized debt obligations with Markov-modulated Poisson processes (Q2866389):
Displaying 9 items.
- Pricing \(k\)th realization derivatives and collateralized debt obligation with multivariate Fréchet copula (Q335566) (← links)
- A structural jump-diffusion model for pricing collateralized debt obligations tranches (Q716531) (← links)
- Valuation of synthetic CDOs with affine jump-diffusion processes involving Lévy stable distributions (Q2256412) (← links)
- Evaluation of cumulative random shocks generated from a semi-Markov modulated Poisson process and its application to CDO pricing (Q2869485) (← links)
- Mark-to-model for cash CDOs through indifference pricing (Q2893072) (← links)
- Risk Analysis of Collateralized Debt Obligations (Q3013917) (← links)
- DYNAMIC CDO TERM STRUCTURE MODELING (Q3069957) (← links)
- (Q4689012) (← links)
- (Q5453305) (← links)