Hits 1-1 within 1 documents
Correlation Smile Matching for CDO Tranches with α Stable Distributions and Fitted Archimedan Copulas [journal article]
Source: Quantitative Finance, 9 (2009) 4. p.439-449
Hits 1-1 within 1 documents
Author(s): Scherer, Wolfgang; Prange, Dirk
Source: Quantitative Finance, 9 (2009) 4. p.439-449