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A comparison study of pricing credit default swap index tra..:
Okhrin, Ostap
;
Xu, Ya Fei
The North American Journal of Economics and Finance. 42 (2017) - p. 193-217 , 2017
Link:
https://doi.org/10.1016/j.najef.2017.07.004
RT Journal T1 <Title>A comparison study of pricing credit default swap index tranches with convex combination of copulae</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1016_j.najef.2017.07.004&Exemplar=1&LAN=DE A1 Okhrin, Ostap A1 Xu, Ya Fei PB Elsevier BV YR 2017 SN 1062-9408 JF The North American Journal of Economics and Finance VO 42 SP 193 OP 217 LK http://dx.doi.org/https://doi.org/10.1016/j.najef.2017.07.004 DO https://doi.org/10.1016/j.najef.2017.07.004 SF ELIB - SuUB Bremen
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