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"On Default Correlation and Pricing of Collateralized Debt Obligation by ..."

Ping Li et al. (2006)

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DOI: 10.1142/S0219622006002076

access: closed

type: Journal Article

metadata version: 2023-10-11

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Ping Li, Hou-Sheng Chen, Xiaotie Deng, Shunming Zhang:
On Default Correlation and Pricing of Collateralized Debt Obligation by Copula Functions. Int. J. Inf. Technol. Decis. Mak. 5(3): 483-494 (2006)

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