Journal article 742 views
Pricing CDO tranches in an intensity based model with the mean reversion approach
Jiang-lun Wu 
,
Wei Yang
,
Wei Yang
Mathematical and Computer Modelling, Volume: 52, Issue: 5-6, Pages: 814 - 825
Swansea University Author:
Jiang-lun Wu
Full text not available from this repository: check for access using links below.
DOI (Published version): 10.1016/j.mcm.2010.05.012
Abstract
Pricing CDO tranches in an intensity based model with the mean reversion approach
| Published in: | Mathematical and Computer Modelling |
|---|---|
| ISSN: | 0895-7177 |
| Published: |
2010
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| Online Access: |
Check full text
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| URI: | https://cronfa.swan.ac.uk/Record/cronfa1100 |
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| College: |
Faculty of Science and Engineering |
|---|---|
| Issue: |
5-6 |
| Start Page: |
814 |
| End Page: |
825 |