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An overview of factor modeling for CDO pricing
Laurent, Jean-Paul; Cousin, Areski - In: Frontiers in quantitative finance : volatility and …, (pp. 185-216). 2009
Persistent link: https://www.econbiz.de/10003787603
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Practical pricing of synthetic CDOs
Gregory, Jon; Laurent, Jean-Paul - In: The definitive guide to CDOs : market, application, …, (pp. 223-257). 2008
Persistent link: https://www.econbiz.de/10003918718
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A comparative analysis of CDO pricing models
Burtschell, Xavier; Gregory, Jon; Laurent, Jean-Paul - In: The definitive guide to CDOs : market, application, …, (pp. 389-427). 2008
Persistent link: https://www.econbiz.de/10003918804