Modelling Dependence for Credit Derivatives with Copulas
Year: 2007
Type: preprint
Source: SSRN Electronic Journal
DOI: 10.2139/ssrn.1032561
Institution: Université d'Évry Val-d'Essonne
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: green
OpenAlex ID: W1546404138