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~person:"Guo, Li"
~subject:"Volatilität"
~subject:"copula"
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A NEW FRAMEWORK FOR DYNAMIC CR...
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Dynamic alpha-stable method for CDO pricing
Li, Hua
;
Yuan, George
;
Chen, Weina
;
Guo, Li
;
Zhao, Jianbin
- In:
Journal of financial engineering
1
(
2014
)
3
,
pp. 1-16
Persistent link: https://www.econbiz.de/10010508001
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