Title: A generic one-factor Levy model for pricing synthetic CDOs
Authors: Albrecher, Hansjoerg
Ladoucette, Sophie
Schoutens, Wim
Issue Date: 2007
Publisher: Birkhauser
Host Document: Advances in Mathematical Finance pages:259-277
ISBN: 978-0817645441
Publication status: published
KU Leuven publication type: IHb
Appears in Collections:Statistics Section

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