Perfectly Fitting CDO Prices Across Tranches: A Theoretical Framework with Efficient Algorithms

Fuente: arXiv

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Bibliographic Details
Main Authors:	Bu, Lan, Cai, Ning, Xia, Chenxi, Yang, Jingping
Format:	Preprint
Published:	2026
Subjects:	Risk Management
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2602.08039