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"Hedging default risks of CDO tranches in non-homogeneous Markovian ..."

Liu Wenqiong, Shenghong Li (2016)

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DOI: 10.1016/J.AMC.2016.06.049

access: closed

type: Journal Article

metadata version: 2020-02-21

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  - https://dblp.org/rec/journals/amc/WenqiongL16
Liu Wenqiong, Shenghong Li:
Hedging default risks of CDO tranches in non-homogeneous Markovian contagion models. Appl. Math. Comput. 291: 279-291 (2016)

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