Elliptical and Archimedean copula models: an application to the price estimation of portfolio credit derivatives
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Published:2020
Issue:
Volume:
Page:
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ISSN:1744-6619
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Container-title:The Journal of Credit Risk
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language:
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Short-container-title:JCR
Author:
Umeorah Nneka,Mashele Phillip,Ehrhardt Matthias
Publisher
Infopro Digital Services Limited
Subject
Economics and Econometrics,Finance
Cited by
1 articles.
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