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IOR
2011
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15 years 17 days ago
Risk Analysis of Collateralized Debt Obligations
Kay Giesecke, Baeho Kim
140
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IOR
2011
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15 years 17 days ago
Kernel Estimation of the Greeks for Options with Discontinuous Payoffs
Guangwu Liu, L. Jeff Hong
IOR
2011
57views more  IOR 2011»
15 years 17 days ago
The Price of Fairness
Dimitris Bertsimas, Vivek F. Farias, Nikolaos Tric...