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Pricing CDO under Mixed G-VG Copula Model with Stochastic Correlation
  • 所属机构名称：浙江大学
  • 会议名称：2011 4th IEEE International Conference on Computer Science and Information Technology
  • 成果类型：会议
  • 相关项目：不完全信息下带传染的信用风险集中度研究
作者： Jianli Chen|Qunfang Bao|Zhe Chen|Shenghong Li|Minghua Zhou|
同会议论文项目
不完全信息下带传染的信用风险集中度研究
期刊论文 18 会议论文 14
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