"Copula sensitivity analysis for portfolio credit derivatives."

Lei Lei et al. (2023)

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DOI: 10.1016/J.EJOR.2022.10.031

access: closed

type: Journal Article

metadata version: 2023-03-11

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Lei Lei, Yijie Peng, Michael C. Fu, Jian-Qiang Hu:
Copula sensitivity analysis for portfolio credit derivatives. Eur. J. Oper. Res. 308(1): 455-466 (2023)

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