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zbMath1168.90569MaRDI QIDQ3395482

Szu-Lang Liao, Fu-Ching Li, Miao-Sheng Chen

Publication date: 1 September 2009

Full work available at URL: http://ijims.ms.tku.edu.tw/mss/M20/M20N1/o20n18/index.html

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

factor copula CDO-squared CIR intensity model index tranche

Mathematics Subject Classification ID

Stochastic programming (90C15)

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