Evaluation of cumulative random shocks generated from a semi-Markov modulated Poisson process and its application to CDO pricing (Q2869485)
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scientific article; zbMATH DE number 6242753
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Evaluation of cumulative random shocks generated from a semi-Markov modulated Poisson process and its application to CDO pricing |
scientific article; zbMATH DE number 6242753 |
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3 January 2014
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Evaluation of cumulative random shocks generated from a semi-Markov modulated Poisson process and its application to CDO pricing (English)
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