A note on the correlation smile
Year of publication: |
2005
|
---|---|
Authors: | Hager, Svenja ; Schöbel, Rainer |
Institutions: | Wirtschaftswissenschaftlichen Fakultät, Eberhard-Karls-Universität Tübingen |
Subject: | default risk | CDOs | implied correlation smile | correlation matrx | heterogeneity |
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