Hedging default risks of CDO tranches in non-homogeneous...

Applied Mathematics and Computation 2016 / 12 Vol. 291

Hedging default risks of CDO tranches in non-homogeneous Markovian contagion models

Wenqiong, Liu, Li, Shenghong
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Volume:
291
Language:
english
Journal:
Applied Mathematics and Computation
DOI:
10.1016/j.amc.2016.06.049
Date:
December, 2016
File:
PDF, 1.08 MB
english, 2016
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