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"Application of RQMC for CDO Pricing with Stochastic Correlations under ..."

Shuanghong Qu, Lingxian Meng, Hua Li (2022)

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DOI: 10.1155/2022/3243450

access: open

type: Journal Article

metadata version: 2023-08-28

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Shuanghong Qu, Lingxian Meng, Hua Li:
Application of RQMC for CDO Pricing with Stochastic Correlations under Nonhomogeneous Assumptions. Complex. 2022: 3243450:1-3243450:8 (2022)

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