"Valuation of collateralized debt obligations in a multivariate ..."

Yunpeng Sun, Rafael Mendoza-Arriaga, Vadim Linetsky (2011)

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DOI: 10.1109/WSC.2011.6148067

access: closed

type: Conference or Workshop Paper

metadata version: 2021-06-10

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Yunpeng Sun, Rafael Mendoza-Arriaga, Vadim Linetsky:
Valuation of collateralized debt obligations in a multivariate subordinator model. WSC 2011: 3747-3759

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