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type:"book"
~person:"Ding, Deng"
~person:"Herbertsson, Alexander"
~subject:"Portfolio-Management"
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Pricing k-th-to-default swaps ander default contagion : the matrix-analytic approach
Herbertsson, Alexander
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contributor
); …
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2007
Persistent link: https://www.econbiz.de/10003571927
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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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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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