A remark on credit risk models and copula
Shigeo Kusuoka and Takenobu Nakashima
| Year of publication: |
2012
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| Authors: | Kusuoka, Shigeo ; Nakashima, Takenobu |
| Published in: |
Advances in mathematical economics. - Tokyo : Springer, ISSN 1866-2226, ZDB-ID 15004272. - Vol. 16.2012, p. 53-84
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| Type of publication: | Article |
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| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10010029465