User menu

Double t Copula Pricing of Structured Credit Products : Practical Aspects of a Trustworthy Implementation

Bibliographic reference Vrins, Frédéric. Double t Copula Pricing of Structured Credit Products : Practical Aspects of a Trustworthy Implementation. In: The Journal of Credit Risk, Vol. 5, no.2, p. 91-109 (Fall 2009)
Permanent URL http://hdl.handle.net/2078.1/150974