"Efficient wavelets-based valuation of synthetic CDO tranches."

Luis Ortiz-Gracia (2016)

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DOI: 10.1016/J.CAM.2015.07.025

access: open

type: Journal Article

metadata version: 2021-02-16

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Luis Ortiz-Gracia:
Efficient wavelets-based valuation of synthetic CDO tranches. J. Comput. Appl. Math. 292: 562-575 (2016)

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