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                                       Details for article 173 of 226 found articles
 
 
  Pricing CDO tranches with stochastic correlation and random factor loadings in a mixture copula model
 
 
Title: Pricing CDO tranches with stochastic correlation and random factor loadings in a mixture copula model
Author: Chen, Zhe
Bao, Qunfang
Li, Shenghong
Chen, Jianli
Appeared in: Applied mathematics and computation
Paging: Volume 219 (2012) nr. 6 pages 8 p.
Year: 2012
Contents:
Publisher: Elsevier Inc.
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

                             Details for article 173 of 226 found articles
 
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 Koninklijke Bibliotheek - National Library of the Netherlands