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Revision as of 22:54, 22 February 2024
scientific article; zbMATH DE number 6180166
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | INFORMATIONALLY DYNAMIZED GAUSSIAN COPULA |
scientific article; zbMATH DE number 6180166 |
Statements
INFORMATIONALLY DYNAMIZED GAUSSIAN COPULA (English)
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24 June 2013
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Gaussian copula
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dynamic copula
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credit derivatives
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counterparty risk
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CVA
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hedging
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