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                                       Details for article 14 of 15 found articles
 
 
  Valuation of collateralized debt obligations with hierarchical Archimedean copulae
 
 
Title: Valuation of collateralized debt obligations with hierarchical Archimedean copulae
Author: Choroś-Tomczyk, Barbara
Härdle, Wolfgang Karl
Okhrin, Ostap
Appeared in: Journal of empirical finance
Paging: Volume 24 (2013) nr. C pages 21 p.
Year: 2013
Contents:
Publisher: Elsevier B.V.
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

                             Details for article 14 of 15 found articles
 
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