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Comput Manag Sci DOI[removed]s10287[removed]ORIGINAL PAPER Calibrating probability distributions with convexconcave-convex functions: application to CDO pricing
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Document Date: 2013-07-30 14:13:11

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Gainesville / Arnsdorf / /

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United States / /

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Eglin AFB / University of Washington / University of Florida / A. Veremyev National Research Council/ Air Force Research Laboratory / Weil Hall / /

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banking / similar products / heuristic algorithm / financial applications / /

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A. Veremyev Department of ISE / Munitions Directorate / University of Washington / S. Uryasev Department of ISE / University of Florida / R. T. Rockafellar Department of Mathematics / A. Veremyev National Research Council/ Air Force Research Laboratory / Engineering Lab / /

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Gregory / Alexander Veremyev / Stan Uryasev / Shannon Shannon / Peter Tsyurmasto / Laurent / /

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FL / MATLAB / /

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Florida / /

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ufl / /

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heuristic algorithm / PDF / /

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