Adelaide Research & Scholarship
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https://hdl.handle.net/2440/46701
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| Type: | Journal article |
| Title: | Using distortions of copulas to price synthetic CDOs |
| Author: | Crane, G. Van Der Hoek, J. |
| Citation: | Insurance: Mathematics and Economics, 2008; 42(3):903-908 |
| Publisher: | Elsevier Science BV |
| Issue Date: | 2008 |
| ISSN: | 0167-6687 |
| Statement of Responsibility: | Glenis Crane and John van der Hoek |
| Description: | Copyright © 2007 Elsevier B.V. All rights reserved. |
| DOI: | 10.1016/j.insmatheco.2007.10.007 |
| Description (link): | http://www.elsevier.com/wps/find/journaldescription.cws_home/505554/description#description |
| Published version: | http://dx.doi.org/10.1016/j.insmatheco.2007.10.007 |
| Appears in Collections: | Aurora harvest 6 Mathematical Sciences publications |
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