Copula sensitivity in collateralized debt obligations and basket default swaps
| Year of publication: |
2004
|
|---|---|
| Authors: | Meneguzzo, Davide ; Vecchiato, Walter |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 24.2004, 1, p. 37-70
|