Stein's method and zero bias transformation for CDO tranche pricing
Year of publication: |
2009
|
---|---|
Authors: | El Karoui, Nicole ; Jiao, Y. |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 13.2009, 2, p. 151-180
|
Subject: | Asset-Backed Securities | Asset-backed securities | Derivat | Derivative | Finanzanalyse | Financial analysis | Risikomaß | Risk measure | Theorie | Theory |
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