CMBS TRANCHE VALUATION FRAMEWORK: Correlated Geometric Brownian Motions Simulation
| Year of publication: |
2011
|
|---|---|
| Authors: | Shiu, Peijie ; Luong, Uyen ; Rozov, Yadin |
| Published in: |
The journal of fixed income. - New York, NY : Inst. Investor, Inc., ISSN 1059-8596, ZDB-ID 11161036. - Vol. 21.2011, 1, p. 55-67
|