Pricing CDOs with state-dependent stochastic recovery rates
- 期刊名称Quantitative Finance
- 作者Amraoui, Salah; Cousot, Laurent; Hitier, Sebastien; Laurent, Jean-Paul
- 卷第12卷
- 期第8期
- 印刷ISSN1469-7688
- 电子ISSN1469-7696
- 文件大小419.30KB
- 发表时间2012-08
- DOI10.1080/14697688.2012.663925
- 页码1219-1240
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