Title: Pricing and Hedging of CDO-squared tranches by using a one factor Levy model
Authors: Guillaume, Florence ×
Jacobs, Philippe
Schoutens, Wim #
Issue Date: 2009
Publisher: World Scientific
Series Title: International Journal of Theoretical and Applied Finance issue:accepted
ISSN: 0219-0249
Publication status: accepted
KU Leuven publication type: IT
Appears in Collections:Statistics Section
× corresponding author
# (joint) last author

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