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subject:"Risikomaß"
subject:"USA"
~isPartOf:"Journal of financial stability"
~person:"Arismendi Zambrano, Juan Carlos"
~subject:"Derivat"
~subject:"Estimation"
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Journal of financial stability
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The implications of dependence, tail dependence, and bounds' measures for counterparty credit risk pricing
Arismendi Zambrano, Juan Carlos
;
Belitsky, Vladimir
; …
- In:
Journal of financial stability
58
(
2022
),
pp. 1-29
Persistent link: https://www.econbiz.de/10013417464
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