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[IEEE 2014 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr) - London, UK (2014.3.27-2014.3.28)] 2014 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr) - On pricing and hedging basket credit derivatives with dependent structure
Zhu, Dong-Mei, Xie, Yue, Ching, Wai-Ki, Zheng, HarryYear:
2014
Language:
english
DOI:
10.1109/cifer.2014.6924106
File:
PDF, 158 KB
english, 2014