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subject:"copula functions"
(27 results)
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THE APPLICATION OF COPULAS IN PRICING DEPENDENT CREDIT DERIVATIVES INSTRUMENTS
Abid, Fathi
;
Naifar, Nader
- In:
Journal of Applied Economic Sciences
3
(
2008
)
2(4)_Summer2008
The aim of this paper is to use
copulas
functions
to capture the different structures of dependency when we deal with …
Persistent link: https://www.econbiz.de/10005812913
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