Pages that link to "Item:Q3061145"
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The following pages link to Hedging CDO Tranches in a Markovian Environment (Q3061145):
Displaying 7 items.
- Hedging default risks of CDO tranches in non-homogeneous Markovian contagion models (Q1733754) (← links)
- Portfolio optimization in a defaultable Lévy-driven market model (Q2516636) (← links)
- Hedging default risks of CDOs in Markovian contagion models (Q2866390) (← links)
- (Q3160495) (← links)
- The static hedging of CDO tranche correlation risk (Q3636731) (← links)
- HEDGING OF SYNTHETIC CDO TRANCHES WITH SPREAD AND DEFAULT RISK BASED ON A COMBINED FORECASTING APPROACH (Q4631691) (← links)
- INFORMATIONALLY DYNAMIZED GAUSSIAN COPULA (Q5299994) (← links)
