Work

The Normal Inverse Gaussian Distribution for Synthetic CDO Pricing

Year: 2007

Type: article

Source: The Journal of Derivatives

DOI: 10.3905/jod.2007.681815

Authors: Anna Kalemanova, Bernd Schmid, Ralf Werner

Language: English

Topic: Credit Risk and Financial Regulations

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2009736376

FWCI: 34.3

Cites: 10

Cited by: 180

Related to: 10