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~person:"Köck, Christian"
~person:"Okhrin, Ostap"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
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Köck, Christian
Okhrin, Ostap
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The North American journal of economics and finance : a journal of financial economics studies
SFB 649 discussion paper
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A comparison study of pricing credit default swap index tranches with convex combination of copulae
Okhrin, Ostap
;
Xu, Yafei
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 173-217
Persistent link: https://www.econbiz.de/10011938100
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