CDO pricing using single factor copula model with...

CDO pricing using single factor copula model with stochastic correlation and random factor loading

Ruicheng Yang, Xuezhi Qin, Tian Chen
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Volume:
350
Year:
2009
Language:
english
Pages:
8
DOI:
10.1016/j.jmaa.2008.08.048
File:
PDF, 199 KB
english, 2009
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