Using distortions of copulas to price synthetic CDOs (Q931170)

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Using distortions of copulas to price synthetic CDOs
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    title
    Using distortions of copulas to price synthetic CDOs (English)
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    author
    Glenis Crane
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    John van der Hoek
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    publication date
    25 June 2008
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    Mathematics Subject Classification ID
    91B30
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    91B24
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    91B28
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    zbMATH DE Number
    5292528
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    OpenAlex ID
    W2087934179
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