Pricing CDO tranches with stochastic correlation and random factor loadings in a mixture copula model (Q2018976)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Pricing CDO tranches with stochastic correlation and random factor loadings in a mixture copula model |
scientific article; zbMATH DE number 6419848
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing CDO tranches with stochastic correlation and random factor loadings in a mixture copula model |
scientific article; zbMATH DE number 6419848 |
Statements
Pricing CDO tranches with stochastic correlation and random factor loadings in a mixture copula model (English)
0 references
26 March 2015
0 references
CDO pricing
0 references
mixture copula model
0 references
stochastic correlation
0 references
random factor loadings
0 references
