Using distortions of copulas to price synthetic CDOs
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Publication:931170
DOI10.1016/j.insmatheco.2007.10.007zbMath1141.91500MaRDI QIDQ931170
John van der Hoek, Glenis Crane
Publication date: 25 June 2008
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2007.10.007
91B24: Microeconomic theory (price theory and economic markets)
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