EPJ

Analytic results and weighted Monte Carlo simulations for CDO pricing

M. Stippinger, É. Rácz, B. Vető and Zs. Bihary

Eur. Phys. J. B, 85 2 (2012) 51

Published online: 08 February 2012

DOI: 10.1140/epjb/e2011-20429-x

M. Stippinger

É. Rácz

B. Vető

Zs. Bihary

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