No Cover Image

Journal article 1164 views

Valuation of synthetic CDOs with affine jump-diffusion processes involving Lévy stable distributions

Jiang-lun Wu Orcid Logo, Wei Yang

Mathematical and Computer Modelling, Volume: 57, Issue: 3-4, Pages: 570 - 583

Swansea University Author: Jiang-lun Wu Orcid Logo

Full text not available from this repository: check for access using links below.

Check full text

DOI (Published version): 10.1016/j.mcm.2012.06.038

Published in: Mathematical and Computer Modelling
ISSN: 08957177
Published: 2013
Online Access: Check full text

URI: https://cronfa.swan.ac.uk/Record/cronfa13416
Tags: Add Tag
No Tags, Be the first to tag this record!
first_indexed 2013-07-23T12:10:11Z
last_indexed 2018-02-09T04:44:08Z
id cronfa13416
recordtype SURis
fullrecord <?xml version="1.0"?><rfc1807><datestamp>2017-12-15T14:29:20.7630461</datestamp><bib-version>v2</bib-version><id>13416</id><entry>2012-12-03</entry><title>Valuation of synthetic CDOs with affine jump-diffusion processes involving L&#xE9;vy stable distributions</title><swanseaauthors><author><sid>dbd67e30d59b0f32592b15b5705af885</sid><ORCID>0000-0003-4568-7013</ORCID><firstname>Jiang-lun</firstname><surname>Wu</surname><name>Jiang-lun Wu</name><active>true</active><ethesisStudent>false</ethesisStudent></author></swanseaauthors><date>2012-12-03</date><deptcode>SMA</deptcode><abstract></abstract><type>Journal Article</type><journal>Mathematical and Computer Modelling</journal><volume>57</volume><journalNumber>3-4</journalNumber><paginationStart>570</paginationStart><paginationEnd>583</paginationEnd><publisher/><issnPrint>08957177</issnPrint><keywords/><publishedDay>31</publishedDay><publishedMonth>12</publishedMonth><publishedYear>2013</publishedYear><publishedDate>2013-12-31</publishedDate><doi>10.1016/j.mcm.2012.06.038</doi><url/><notes/><college>COLLEGE NANME</college><department>Mathematics</department><CollegeCode>COLLEGE CODE</CollegeCode><DepartmentCode>SMA</DepartmentCode><institution>Swansea University</institution><apcterm/><lastEdited>2017-12-15T14:29:20.7630461</lastEdited><Created>2012-12-03T13:05:34.7691268</Created><path><level id="1">Faculty of Science and Engineering</level><level id="2">School of Mathematics and Computer Science - Mathematics</level></path><authors><author><firstname>Jiang-lun</firstname><surname>Wu</surname><orcid>0000-0003-4568-7013</orcid><order>1</order></author><author><firstname>Wei</firstname><surname>Yang</surname><order>2</order></author></authors><documents/><OutputDurs/></rfc1807>
spelling 2017-12-15T14:29:20.7630461 v2 13416 2012-12-03 Valuation of synthetic CDOs with affine jump-diffusion processes involving Lévy stable distributions dbd67e30d59b0f32592b15b5705af885 0000-0003-4568-7013 Jiang-lun Wu Jiang-lun Wu true false 2012-12-03 SMA Journal Article Mathematical and Computer Modelling 57 3-4 570 583 08957177 31 12 2013 2013-12-31 10.1016/j.mcm.2012.06.038 COLLEGE NANME Mathematics COLLEGE CODE SMA Swansea University 2017-12-15T14:29:20.7630461 2012-12-03T13:05:34.7691268 Faculty of Science and Engineering School of Mathematics and Computer Science - Mathematics Jiang-lun Wu 0000-0003-4568-7013 1 Wei Yang 2
title Valuation of synthetic CDOs with affine jump-diffusion processes involving Lévy stable distributions
spellingShingle Valuation of synthetic CDOs with affine jump-diffusion processes involving Lévy stable distributions
Jiang-lun Wu
title_short Valuation of synthetic CDOs with affine jump-diffusion processes involving Lévy stable distributions
title_full Valuation of synthetic CDOs with affine jump-diffusion processes involving Lévy stable distributions
title_fullStr Valuation of synthetic CDOs with affine jump-diffusion processes involving Lévy stable distributions
title_full_unstemmed Valuation of synthetic CDOs with affine jump-diffusion processes involving Lévy stable distributions
title_sort Valuation of synthetic CDOs with affine jump-diffusion processes involving Lévy stable distributions
author_id_str_mv dbd67e30d59b0f32592b15b5705af885
author_id_fullname_str_mv dbd67e30d59b0f32592b15b5705af885_***_Jiang-lun Wu
author Jiang-lun Wu
author2 Jiang-lun Wu
Wei Yang
format Journal article
container_title Mathematical and Computer Modelling
container_volume 57
container_issue 3-4
container_start_page 570
publishDate 2013
institution Swansea University
issn 08957177
doi_str_mv 10.1016/j.mcm.2012.06.038
college_str Faculty of Science and Engineering
hierarchytype
hierarchy_top_id facultyofscienceandengineering
hierarchy_top_title Faculty of Science and Engineering
hierarchy_parent_id facultyofscienceandengineering
hierarchy_parent_title Faculty of Science and Engineering
department_str School of Mathematics and Computer Science - Mathematics{{{_:::_}}}Faculty of Science and Engineering{{{_:::_}}}School of Mathematics and Computer Science - Mathematics
document_store_str 0
active_str 0
published_date 2013-12-31T03:15:21Z
_version_ 1763750257950195712
score 11.013776

Similar Items