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Pricing of CDOs based on the multivariate Wang transform
Masaaki Kijima, Shin-ichi Motomiya, Yoichi SuzukiVolume:
34
Year:
2010
Language:
english
Pages:
14
DOI:
10.1016/j.jedc.2010.05.007
File:
PDF, 403 KB
english, 2010