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

Fuente: arXiv

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Detalles Bibliográficos
Autores principales:	Bu, Lan, Cai, Ning, Xia, Chenxi, Yang, Jingping
Formato:	Preprint
Publicado:	2026
Materias:	Risk Management
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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