Pricing k th realization derivatives and collateralized debt obligation with multivariate Fréchet copula
Crossref DOI link: https://doi.org/10.1007/s11464-016-0537-8
Published Online: 2016-05-23
Published Print: 2016-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Chen, Zhijin
Yang, Jingping
Wang, Xiaoqian
Text and Data Mining valid from 2016-05-23
