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  • Herbertsson, Alexander,1977Gothenburg University,Göteborgs universitet,Institutionen för nationalekonomi med statistik,Department of Economics (author)

Pricing Synthetic CDO Tranches in a Model with Default Contagion Using the Matrix Analytic Approach

  • Article/chapterEnglish2008

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  • 2008

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  • LIBRIS-ID:oai:gup.ub.gu.se/88776
  • https://gup.ub.gu.se/publication/88776URI

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  • Language:English

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  • Subject category:art swepub-publicationtype

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  • Göteborgs universitetInstitutionen för nationalekonomi med statistik (creator_code:org_t)

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  • In:Journal of Credit Risk4:4, s. 3-35

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