Kalemanova, Anna Et al. <br/><br/>
Normal inverse gaussian distribution for synthetic CDO pricing 
 2007 

 -  2007 
 - 80 - 93  V.  14  Issue.   3 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Derivaties
<br/><br/><label>Subjects--Index Terms: </label>Large Homogeneous Portfolio;LHP;Normal Inverse Gaussian;NIG;Copula model;