Sampling Nested Archimedean Copulas with Applications to CDO Pricing

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Author
Hofert, Jan Marius
Date
2010
Type
    Doctoral Thesis
Publication status
published
External links
http://nbn-resolving.de/urn:nbn:de:bsz:289-vts-72428
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Publisher
Südwestdeutscher Verlag für Hochschulschriften AG & Co. KG
Organisational unit
03288 - Embrechts, Paul (emeritus) / Embrechts, Paul (emeritus)  
Notes
Ulm, Univ., Diss., 2010.
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