Risk-neutral versus objective loss distribution and CDO tranche valuation
Roberto Torresetti; Damiano Brigo; Andrea Pallavicini
Year of publication: |
2009
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Authors: | Torresetti, Roberto ; Brigo, Damiano ; Pallavicini, Andrea |
Published in: |
Journal of risk management in financial institutions. - London : Henry Stewart Publ., ISSN 1752-8887, ZDB-ID 24167885. - Vol. 2.2008/09, 2, p. 175-192
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