schmidt.zabczyk:12:cdo¶
BibTeX Entry:
@article{schmidt.zabczyk:12:cdo,
author = {Schmidt, Thorsten and Zabczyk, Jerzy},
doi = {10.1142/S0219024911006462},
fjournal = {International Journal of Theoretical and Applied Finance},
issn = {0219-0249},
journal = {Int. J. Theor. Appl. Finance},
mrclass = {91G40 (60G51)},
mrnumber = {2902969},
number = {1},
pages = {1250008, 19},
title = {C{DO} term structure modelling with {L}\'{e}vy processes and the relation to market models},
url = {https://doi.org/10.1142/S0219024911006462},
volume = {15},
year = {2012}
}