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~isPartOf:"Journal of empirical finance"
~language:"eng"
~person:"Fabozzi, Frank J."
~subject:"Derivative"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschriften"
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Journal of empirical finance
European financial management : the journal of the European Financial Management Association
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Pricing of credit default index swap tranches with one-factor heavy-tailed copula models
Wang, Dezhong
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Journal of empirical finance
16
(
2009
)
2
,
pp. 201-215
Persistent link: https://www.econbiz.de/10003839259
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