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Date
2011Type
- Journal Article
ETH Bibliography
yes
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Publication status
publishedExternal links
Journal / series
Quantitative FinanceVolume
Pages / Article No.
Publisher
RoutledgeSubject
Nested Archimedean copula; Hierarchial dependence structure; CDO; Monte-Carlo pricingOrganisational unit
03288 - Embrechts, Paul (emeritus) / Embrechts, Paul (emeritus)
Notes
Received 13 February 2008, In final form 18 November 2009.More
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ETH Bibliography
yes
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