PDF(804 KB)
CDO pricing model of t-NIG single factor Copula
CHEN Jian-li,LIANG Jiao,CAO Hui,ZHOU Ming-hua
Journal of Zhejiang University of Technology ›› 2014, Vol. 42 ›› Issue (2) : 231-236.
PDF(804 KB)
PDF(804 KB)
CDO pricing model of t-NIG single factor Copula
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