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isPartOf:"Working papers in economics"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"The journal of risk and insurance : the journal of the American Risk and Insurance Association"
~subject:"Numerisches Verfahren"
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Numerisches Verfahren
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Working papers in economics
Discussion paper / Centre for Economic Policy Research
The journal of risk and insurance : the journal of the American Risk and Insurance Association
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Pricing k-th-to-default swaps ander default contagion : the matrix-analytic approach
Herbertsson, Alexander
(
contributor
); …
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2007
Persistent link: https://www.econbiz.de/10003571927
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2
Pricing synthetic CDO tranches in a model with default contagion using the matrix-analytic approach
Herbertsson, Alexander
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contributor
)
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2007
Persistent link: https://www.econbiz.de/10003571937
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3
Modelling default contagion using multivariate phase-type distributions
Herbertsson, Alexander
(
contributor
)
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2007
Persistent link: https://www.econbiz.de/10003571939
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