Pricing synthetic collateralized debt obligations based on exponential approximations to the payoff function
Year of publication: |
2013
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Authors: | Iscoe, Ian ; Jackson, Ken ; Kreinin, Alex ; Ma, Xiofang |
Published in: |
The journal of computational finance. - London : Incisive Media, ISSN 1460-1559, ZDB-ID 1433009x. - Vol. 16.2013, 3, p. 127-126
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