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Book: Sampling Nested Archimedean Copulas with Applications to CDO Pricing

TitleSampling Nested Archimedean Copulas with Applications to CDO Pricing
Authors
Hofert, Jan Marius
Issue Date28-Apr-2010
Persistent Identifierhttp://hdl.handle.net/10722/347389
ISBN
9783838116563

 

DC FieldValueLanguage
dc.contributor.authorHofert, Jan Marius-
dc.date.accessioned2024-09-23T03:10:33Z-
dc.date.available2024-09-23T03:10:33Z-
dc.date.issued2010-04-28-
dc.identifier.isbn9783838116563-
dc.identifier.urihttp://hdl.handle.net/10722/347389-
dc.languageeng-
dc.titleSampling Nested Archimedean Copulas with Applications to CDO Pricing-
dc.typeBook-

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