ERRATUM: "EMPIRICAL COPULAS FOR CDO TRANCHE PRICING USING RELATIVE ENTROPY"
| Year of publication: |
2007
|
|---|---|
| Authors: | DEMPSTER, MICHAEL A. H. ; MEDOVA, ELENA A. ; YANG, SEUNG W. |
| Published in: |
International Journal of Theoretical and Applied Finance (IJTAF). - World Scientific Publishing Co. Pte. Ltd., ISSN 1793-6322. - Vol. 10.2007, 07, p. 1255-1260
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| Publisher: |
World Scientific Publishing Co. Pte. Ltd. |
| Extent: | application/pdf text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005060209