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                                       Details for article 96 of 137 found articles
 
 
  Pricing kth realization derivatives and collateralized debt obligation with multivariate Fréchet copula
 
 
Title: Pricing kth realization derivatives and collateralized debt obligation with multivariate Fréchet copula
Author: Chen, Zhijin
Yang, Jingping
Wang, Xiaoqian
Appeared in: Frontiers of mathematics in China
Paging: Volume 11 (2016) nr. 6 pages 1419-1450
Year: 2016
Contents:
Publisher: Higher Education Press, Beijing
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

                             Details for article 96 of 137 found articles
 
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