Modeling defaults with nested Archimedean copulas

Blaetter der DGVFM

Volumn 31, Issue 2, 2010, Pages 213-224

  Hofert, Marius ^a  

^a NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 78649792805     PISSN: 18640281     EISSN: 18640303     Source Type: Journal    
DOI: 10.1007/s11857-010-0123-1     Document Type: Article

References (14)

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