Pricing synthetic CDO with multiparameter Archimedean copula models (Q2924695)
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scientific article; zbMATH DE number 6365065
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing synthetic CDO with multiparameter Archimedean copula models |
scientific article; zbMATH DE number 6365065 |
Statements
3 November 2014
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CDO pricing
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Archimedean copula
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correlation skews
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Pricing synthetic CDO with multiparameter Archimedean copula models (English)
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