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~person:"Fu, Michael"
~person:"Peng, Yijie"
~source:"econis"
~subject:"Copula model"
~type_genre:"Aufsatz in Zeitschrift"
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Copula sensitivity analysis for portfolio credit derivatives
Lei, Lei
;
Peng, Yijie
;
Fu, Michael
;
Hu, Jian-Qiang
- In:
European journal of operational research : EJOR
308
(
2023
)
1
,
pp. 455-466
Persistent link: https://www.econbiz.de/10014283065
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