Author： Masol Viktoriya Schoutens Wim
Publisher： Routledge Ltd
ISSN： 1469-7688
Source： Quantitative Finance, Vol.11, Iss.5, 2011-05, pp. : 763-773
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
CDO pricing with nested Archimedean copulas
By Hofert Marius Scherer Matthias
Quantitative Finance, Vol. 11, Iss. 5, 2011-05 ,pp. :
Access to resources
Recommend
Pricing a CDO on stochastically correlated underlyings
By Escobar Marcos Gotz Barbara Seco Luis Zagst Rudi
Quantitative Finance, Vol. 10, Iss. 3, 2010-03 ,pp. :
Multi-asset spread option pricing and hedging
By Li Minqiang Zhou Jieyun Deng Shi-Jie
Quantitative Finance, Vol. 10, Iss. 3, 2010-03 ,pp. :
Fast and realistic European ARCH option pricing and hedging
Quantitative Finance, Vol. 13, Iss. 5, 2013-05 ,pp. :