CDO pricing with nested Archimedean copulas (Q3005366)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CDO pricing with nested Archimedean copulas |
scientific article |
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CDO pricing with nested Archimedean copulas (English)
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7 June 2011
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nested Archimedean copula
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hierarchial dependence structure
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CDO
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Monte Carlo pricing
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