ERRATUM: "EMPIRICAL COPULAS FOR CDO TRANCHE PRICING USING RELATIVE ENTROPY"
DEMPSTER, MICHAEL A. H., MEDOVA, ELENA A., YANG, SEUNG W.Volume:
10
Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/S0219024907004639
Date:
November, 2007
File:
PDF, 99 KB
english, 2007