Work

Correlation expansions for CDO pricing

Year: 2006

Type: article

Source: Journal of Banking & Finance

DOI: 10.1016/j.jbankfin.2006.10.018

Authors: Paul Glasserman, Sira Suchintabandid

Institution: Columbia University

Language: English

Topic: Credit Risk and Financial Regulations

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: National Science Foundation

OpenAlex ID: W2016309046

FWCI: 7.399

Cites: 11

Cited by: 41

Related to: 10