"Pricing of Basket Default Swaps Based on Factor Copulas and NIG."

Ping Li et al. (2015)

> Home

Details and statistics

DOI: 10.1016/J.PROCS.2015.07.046

access: open

type: Conference or Workshop Paper

metadata version: 2023-10-11

- view
  - electronic edition via DOI (open access)
  authority control:
- export record
  dblp key:
  - conf/itqm/LiLZH15
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/conf/itqm/LiLZH15
Ping Li, Jie Liu, Xinyun Zhang, Guangdong Huang:
Pricing of Basket Default Swaps Based on Factor Copulas and NIG. ITQM 2015: 566-574

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.