Pages that link to "Item:Q931170"
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The following pages link to Using distortions of copulas to price synthetic CDOs (Q931170):
Displaying 10 items.
- Pricing distressed CDOs with stochastic recovery (Q541587) (← links)
- Pricing synthetic CDO with MGB2 distribution (Q896409) (← links)
- Stochastic distortion and its transformed copula (Q1742719) (← links)
- Calibrating probability distributions with convex-concave-convex functions: application to CDO pricing (Q2355189) (← links)
- A CDO pricing model based on the mixture copula (Q2860186) (← links)
- On the distortion of a copula and its margins (Q2866292) (← links)
- Pricing synthetic CDO with multiparameter Archimedean copula models (Q2924695) (← links)
- Distorted Copulas: Constructions and Tail Dependence (Q3585317) (← links)
- A generalized bivariate lifetime distribution based on parallel-series structures (Q5206518) (← links)
- On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators (Q5417587) (← links)