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[IEEE 2011 Winter Simulation Conference - (WSC 2011) - Phoenix, AZ, USA (2011.12.11-2011.12.14)] Proceedings of the 2011 Winter Simulation Conference (WSC) - Valuation of collateralized debt obligations in a multivariate subordinator model
Sun, Yunpeng, Mendoza-Arriaga, Rafael, Linetsky, VadimYear:
2011
Language:
english
DOI:
10.1109/wsc.2011.6148067
File:
PDF, 195 KB
english, 2011