ON DEFAULT CORRELATION: A COPULA FUNCTION APPROACH
| Year of publication: |
2000
|
|---|---|
| Authors: | Li, David X. |
| Published in: |
The journal of fixed income. - New York, NY : Inst. Investor, Inc., ISSN 1059-8596, ZDB-ID 11161036. - Vol. 9.2000, 4, p. 43-54
|