Pages that link to "Item:Q3005365"
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The following pages link to Comparing alternative Lévy base correlation models for pricing and hedging CDO tranches (Q3005365):
Displaying 5 items.
- Notes on exact and semi-exact Lévy models for the valuation of CDOs (Q2786348) (← links)
- The static hedging of CDO tranche correlation risk (Q3636731) (← links)
- A Multivariate Default Model with Spread and Event Risk (Q4585901) (← links)
- Basket Option Pricing and Implied Correlation in a One-Factor Lévy Model (Q4689916) (← links)
- Simulation/Regression Pricing Schemes for CVA Computations on CDO Tranches (Q5419656) (← links)