Publication
Title
Pricing and hedging of CDO-squared tranches by using a one factor Lévy model
Author
Abstract
Language
English
Source (journal)
International journal of theoretical and applied finance. - Singapore
Publication
Singapore : 2009
ISSN
0219-0249
Volume/pages
12:5(2009), p. 663-685
Full text (publisher's version - intranet only)
UAntwerpen
Faculty/Department
Publication type
Subject
External links
Record
Identification
Creation 11.03.2014
Last edited 10.12.2015