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"Credit Spread Option Pricing by Dynamic Copulas."

Name: dblp XML data dump
Creator: Schloss Dagstuhl - Leibniz Center for Informatics
Published: 1993
License: https://creativecommons.org/publicdomain/zero/1.0/
Keywords: dblp, XML, computer science, scholarly publications, metadata

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Ping Li, Guangdong Huang (2010)

Trier

Dagstuhl

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DOI: 10.1109/NSS.2010.93

access: closed

type: Conference or Workshop Paper

metadata version: 2023-10-11

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Ping Li, Guangdong Huang:
Credit Spread Option Pricing by Dynamic Copulas. NSS 2010: 450-455

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last updated on 2023-10-11 16:05 CEST by the dblp team

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