Quantifying the impact of different copulas in a generalized CreditRisk + framework An empirical study

Location
Deutsche Nationalbibliothek Frankfurt am Main
Extent
Online-Ressource
Language
Englisch

Bibliographic citation
Quantifying the impact of different copulas in a generalized CreditRisk + framework An empirical study ; volume:2 ; number:1 ; year:2014 ; extent:21
Dependence modeling ; 2, Heft 1 (2014) (gesamt 21)

Creator
Jakob, Kevin
Fischer, Matthias

DOI
10.2478/demo-2014-0001
URN
urn:nbn:de:101:1-2411181549129.493578897362
Rights
Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
Last update
15.08.2025, 7:36 AM CEST

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Associated

  • Jakob, Kevin
  • Fischer, Matthias

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