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Pricing of Basket Default Swaps Based on Factor Copulas and NIG
Li, Ping, Liu, Jie, Zhang, Xinyun, Huang, GuangdongVolume:
55
Year:
2015
Language:
english
Journal:
Procedia Computer Science
DOI:
10.1016/j.procs.2015.07.046
File:
PDF, 378 KB
english, 2015