"Valuation of synthetic CDOs with affine jump-diffusion processes involving ..."

Jiang-Lun Wu, Wei Yang (2013)

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DOI: 10.1016/J.MCM.2012.06.038

access: open

type: Journal Article

metadata version: 2021-02-17

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Jiang-Lun Wu, Wei Yang:
Valuation of synthetic CDOs with affine jump-diffusion processes involving Lévy stable distributions. Math. Comput. Model. 57(3-4): 570-583 (2013)

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