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- W3150163688 abstract "这份报纸在一个结构的跳散开模型下面考虑 collateralized 债义务 tranches 的定价问题，在每个参考书实体的财产价值被一个几何 Brownian 运动产生并且与不对称的双指数的分布跳的地方。在单个实体的普通因素上调节了，这纸得到有条件的分发，并且进一步获得整个参考书公事包的损失分发。基于半分析的途径， collateralized 债义务 tranches 的公平传播，即， collateralized 债义务 tranches 的价格，被导出。" @default.
- W3150163688 created "2021-04-13" @default.
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- W3150163688 date "2010-01-01" @default.
- W3150163688 modified "2023-09-24" @default.
- W3150163688 title "Structural jump-diffusion model for pricing collateralized debt obligations tranches" @default.
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