Pricing CDOs with state-dependent stochastic recovery rates
نویسندگان
چکیده
منابع مشابه
Pricing Distressed CDOs with Stochastic Recovery
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ژورنال
عنوان ژورنال: Quantitative Finance
سال: 2012
ISSN: 1469-7688,1469-7696
DOI: 10.1080/14697688.2012.663925