![](/img/cover-not-exists.png)
A Markov Chain Copula Model for Credit Default Swaps with Bilateral Counterparty Risk
Liang, Xue, Dong, YinghuiVolume:
43
Language:
english
Journal:
Communications in Statistics - Theory and Methods
DOI:
10.1080/03610926.2012.665555
Date:
February, 2014
File:
PDF, 177 KB
english, 2014