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by fangu
November 5th, 2007, 3:23 am
Forum: Technical Forum
Topic: Index cdo option
Replies: 7
Views: 65091

Index cdo option

Is there any model about the Index cdo option pricing?I have read the paper about SPA model, it seems SPA model can be applied in cdo tranche option, but not index cdo optionany one can help me? thx