Correlation expansions for CDO pricing
Year of publication: |
2007
|
---|---|
Authors: | Glasserman, Paul ; Suchintabandid, Sira |
Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 31.2007, 5, p. 1375-1398
|
Publisher: |
Elsevier |
Saved in:
Online Resource
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