On pricing CDOs with Meixner distributions
Year of publication: |
2007
|
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Authors: | Nimmanunta, Kridsda ; Chiarawongse, Anant ; Tirapat, Sunti |
Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 18.2008/09, 1, p. 86-99
|
Subject: | Asset-Backed Securities | Asset-backed securities | Finanzanalyse | Financial analysis | Stochastischer Prozess | Stochastic process | Preistheorie | Price theory |
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