Quotation Eksi-Altay, Zehra, Filipovic, Damir. 2020. Affine Pricing and Hedging of Collateralized Debt Obligations.


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Publication's profile

Status of publication Published
Affiliation WU
Type of publication Working/discussion paper, preprint
Language English
Title Affine Pricing and Hedging of Collateralized Debt Obligations
Year 2020
URL https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3736819

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People
Eksi-Altay, Zehra (Details)
External
Filipovic, Damir (Ecole Polytechnique Fédérale de Lausanne; Swiss Finance Institute, Switzerland)
Organization
Institute for Statistics and Mathematics IN (Details)
Research areas (ÖSTAT Classification 'Statistik Austria')
1137 Financial mathematics (Details)
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