Using distortions of copulas to price synthetic CDOs
Work
Year: 2007
Type: article
Authors Glenis J. Crane, John van der Hoek
Institution The University of Adelaide
Cites: 7
Cited by: 15
Related to: 10
FWCI: 2.169
Citation percentile (by year/subfield): 82.27
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Partnerships for the goals
Open Access status: closed