A Comparative Analysis of CDO Pricing Models under the Factor Copula Framework
Burtschell, X, Gregory, Jonathan, Laurent, Jean-PaulVolume:
16
Language:
english
Journal:
The Journal of Derivatives
DOI:
10.3905/JOD.2009.16.4.009
Date:
May, 2009
File:
PDF, 1.86 MB
english, 2009