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~isPartOf:"ECB Working Paper"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
~person:"Andersen, Leif B. G."
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ECB Working Paper
Management science : journal of the Institute for Operations Research and the Management Sciences
The journal of credit risk : published quarterly by Incisive Media
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CDO pricing with factor models : survey and comments
Andersen, Leif B. G.
;
Sidenius, Jakob
- In:
The journal of credit risk : published quarterly by …
1
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2005
)
3
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pp. [71]-88
Persistent link: https://www.econbiz.de/10003198839
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Rethinking the margin period of risk
Andersen, Leif B. G.
;
Pykhtin, Michael
;
Sokol, Alexander
- In:
The journal of credit risk : published quarterly by …
13
(
2017
)
1
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pp. 1-45
Persistent link: https://www.econbiz.de/10011670745
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