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~isPartOf:"Economic modelling"
~isPartOf:"NBER Working Paper"
~isPartOf:"Swiss Finance Institute Research Paper"
~isPartOf:"Working paper series"
~person:"Barone-Adesi, Giovanni"
~person:"Buse, Rebekka"
~person:"Chen, Jianli"
~type:"article"
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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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