A COPULA APPROACH TO DEFAULT CORRELATION AND THE PRICING OF BASKET DEFAULT SWAP
| Year of publication: |
2010
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|---|---|
| Authors: | Li, Ping ; Huang, Guangdong ; Chen, Housheng |
| Published in: |
American journal of mathematical and management sciences. - Philadelphia, Pa : Taylor & Francis, ISSN 0196-6324, ZDB-ID 7821013. - Vol. 30.2010, 1, p. 19-35
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