Quantitative Finance,volume 12,issue 8  (08-2014)

Period of time: 2014年8期

Publisher: Routledge Ltd

Founded in: 2001

Total resources: 87

ISSN: 1469-7688

Subject: F8 Finances

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Quantitative Finance,volume 12,issue 8

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Pricing CDOs with state-dependent stochastic recovery rates

By Amraoui Salah,Cousot Laurent,Hitier Sebastien,Laurent Jean-Paul in (2012)

Quantitative Finance,volume 12,issue 8 , Vol. 12, Iss. 8, 2012-08 , pp. 1219-1240

Routledge Ltd

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