A Framework for Waterfall Pricing Using Simulation-Based Uncertainty Modeling

Fuente: arXiv

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Bibliographic Details
Main Authors:	Jean, Nicola, Pera, Giacomo Le, Giada, Lorenzo, Nordio, Claudio
Format:	Preprint
Published:	2025
Subjects:	Pricing of Securities 91G40 (Primary) 91G40, 91G60, 91G70 (Secondary)
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2507.13324