Constant Proportion Debt Obligations (CPDO): Modeling and Risk Analysis

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Source ISSN: 1469-7688
Author Cont, Rama, Jessen, Cathrine
Maintainer CCSD
Last Updated May 12, 2026, 12:05 (UTC)
Created May 12, 2026, 12:05 (UTC)
Identifier hal-00801540
Language en
contributor Laboratoire de Probabilités et Modèles Aléatoires (LPMA) ; Université Pierre et Marie Curie - Paris 6 (UPMC)-Université Paris Diderot - Paris 7 (UPD7)-Centre National de la Recherche Scientifique (CNRS)
creator Cont, Rama
date 2012-06-18T00:00:00
harvest_object_id 4486f6cc-161a-41f2-a872-1fc63e75d248
harvest_source_id 3374d638-d20b-4672-ba96-a23232d55657
harvest_source_title test moissonnage SELUNE
metadata_modified 2025-09-29T00:00:00
relation info:eu-repo/semantics/altIdentifier/doi/10.1080/14697688.2012.690885
set_spec type:ART