Choros, Barbara; Härdle, Wolfgang; Okhrin, Ostap - 2009
SFB 649 Discussion Paper 2009-013
CDO Pricing with Copulae
Barbara Choroś*
Wolfgang …). Credit Derivatives Pricing Models: Model, Pricing and Imple-
mentation, John Wiley & Sons.
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SFB 649 Discussion … Paper Series 2009
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please visit http://sfb649.wiwi …