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subject:"Kreditderivat"
~isPartOf:"Economic modelling"
~isPartOf:"Economic theory : official journal of the Society for the Advancement of Economic Theory"
~isPartOf:"The definitive guide to CDOs : market, application, valuation and hedging"
~person:"Liu, Zhen"
~subject:"CDO"
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Kreditderivat
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Economic modelling
Economic theory : official journal of the Society for the Advancement of Economic Theory
The definitive guide to CDOs : market, application, valuation and hedging
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Mixed copula model with stochastic correlation for CDO pricing
Chen, Jianli
;
Liu, Zhen
;
Li, Shenghong
- In:
Economic modelling
40
(
2014
),
pp. 167-174
Persistent link: https://www.econbiz.de/10010425701
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