A Comparative Analysis of CDO Pricing Models under the Factor Copula Framework
| Year of publication: |
2009
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|---|---|
| Authors: | Burtschell, X. ; Gregory, J. ; Laurent, J.-P. |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Institutional Investor, ISSN 1074-1240, ZDB-ID 11690045. - Vol. 16.2009, 4, p. 9-37
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