Gactor copulas: external defaults
Voort,Martijn van der
Gactor copulas: external defaults 2007 - 2007 - 94 - 102 V. 14 Issue. 3
Derivatives
Credit derivatives;Pricing model;Copula approach;Credit risk;
Gactor copulas: external defaults 2007 - 2007 - 94 - 102 V. 14 Issue. 3
Derivatives
Credit derivatives;Pricing model;Copula approach;Credit risk;