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~isPartOf:"The journal of structured finance"
~person:"Cifuentes, Arturo"
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The journal of credit risk : published quarterly by Incisive Media
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The one-factor Gaussian copula applied to CDOs : just say NO (or, if you see a correlation smile, she is laughing at your "results")
Cifuentes, Arturo
;
Katsaros, Georgios
- In:
The journal of structured finance
13
(
2007/08
)
3
,
pp. 60-71
Persistent link: https://www.econbiz.de/10003862373
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