Sampling Nested Archimedean Copulas with Applications to CDO Pricing
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Author / Producer
Date
2010
Publication Type
Doctoral Thesis
ETH Bibliography
no
Citations
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Data
Rights / License
Permanent link
Publication status
published
Editor
Book title
Journal / series
Volume
Pages / Article No.
Publisher
Südwestdeutscher Verlag für Hochschulschriften AG & Co. KG
Event
Edition / version
Methods
Software
Geographic location
Date collected
Date created
Subject
Organisational unit
03288 - Embrechts, Paul (emeritus) / Embrechts, Paul (emeritus)
Notes
Ulm, Univ., Diss., 2010.