"Valuation of forward-starting CDOs."

Ken Jackson, Wanhe Zhang (2009)

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DOI: 10.1080/00207160802380959

access: closed

type: Journal Article

metadata version: 2017-05-28

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Ken Jackson, Wanhe Zhang:
Valuation of forward-starting CDOs. Int. J. Comput. Math. 86(6): 955-963 (2009)

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