NOTES ON EXACT AND SEMI-EXACT LÉVY MODELS FOR THE VALUATION OF CDOs
EICHLER, A., LEOBACHER, G., ZELLINGER, H.Volume:
13
Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/S0219024910006078
Date:
September, 2010
File:
PDF, 601 KB
english, 2010