Copula based simulation procedures for pricing collateralised debt obligations
Fathi Abid; Nader Naifar
| Year of publication: |
2010
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|---|---|
| Authors: | Abid, Fathi ; Naifar, Nader |
| Published in: |
International journal of applied management science. - Olney, Bucks. : Inderscience, ISSN 1755-8913, ZDB-ID 24819128. - Vol. 2.2010, 3, p. 239-261
|
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009888741