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isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
~person:"Mashele, Phillip"
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Archimedean copulas
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Mashele, Phillip
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The journal of credit risk : published quarterly by Incisive Media
Decisions in economics and finance : a journal of applied mathematics
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Elliptical and archimedean copula models : an application to the price estimation of portfolio credit derivatives
Umeorah, Nneka
;
Mashele, Phillip
;
Ehrhardt, Matthias
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012519958
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