Pricing distressed CDOs with stochastic recovery (Q541587)
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scientific article; zbMATH DE number 5904984
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing distressed CDOs with stochastic recovery |
scientific article; zbMATH DE number 5904984 |
Statements
Pricing distressed CDOs with stochastic recovery (English)
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7 June 2011
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CDO
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nested archimedean copula
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stochastic recovery
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0.9292256
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0.89419067
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0.88879013
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0.88221544
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0.86427987
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0.85866636
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0.8566686
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