Pages that link to "Item:Q2276220"
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The following pages link to Efficient algorithms for basket default swap pricing with multivariate Archimedean copulas (Q2276220):
Displayed 4 items.
- Joint survival probability via truncated invariant copula (Q509311) (← links)
- Importance Sampling and Stratification for Copula Models (Q4611794) (← links)
- A factor contagion model for portfolio credit derivatives (Q4683088) (← links)
- Copula sensitivity analysis for portfolio credit derivatives (Q6167430) (← links)