
STOCHASTIC INCREASE IN CDS AND CDO PORTFOLIO PREMIUMS
Author(s) -
Vini Yves Bernadin Loyara,
Remi Guillaume Bagré,
Frédéric Béré,
Diakarya Barro
Publication year - 2021
Publication title -
advances and applications in discrete mathematics
Language(s) - English
Resource type - Journals
ISSN - 0974-1658
DOI - 10.17654/dm028010049
Subject(s) - portfolio , business , econometrics , financial economics , economics , environmental science