Efficient Algorithms for Basket Default Swap Pricing with Multivariate Archimedean Copulas
2011 ◽
Vol 48
(2)
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pp. 205-213
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2004 ◽
Vol 2004
(3)
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pp. 211-228
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Keyword(s):
Keyword(s):
2020 ◽
Vol E103.A
(10)
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pp. 1206-1210
2018 ◽
Vol 6
(7)
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pp. 1274-1280
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2014 ◽
Vol 36
(5)
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pp. 1047-1064
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2012 ◽
Vol 35
(3)
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pp. 603-615
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