Using distortions of copulas to price synthetic CDOs (Q931170): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2007.10.007 / rank | |||
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| Property / OpenAlex ID: W2087934179 / rank | |||
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| Property / cites work: Archimax copulas and invariance under transformations / rank | |||
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| Property / cites work: A method to obtain new copulas from a given one / rank | |||
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| Property / cites work: An introduction to copulas. / rank | |||
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Latest revision as of 12:35, 28 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Using distortions of copulas to price synthetic CDOs |
scientific article |
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Using distortions of copulas to price synthetic CDOs (English)
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25 June 2008
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