A Comparative Analysis of CDO Pricing Models under the...

A Comparative Analysis of CDO Pricing Models under the Factor Copula Framework

Burtschell, X, Gregory, Jonathan, Laurent, Jean-Paul
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Volume:
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
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