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"Pricing CDO tranches with stochastic correlation and random factor ..."
Zhe Chen et al. (2012)
- Zhe Chen, Qunfang Bao, Shenghong Li, Jianli Chen:
Pricing CDO tranches with stochastic correlation and random factor loadings in a mixture copula model. Appl. Math. Comput. 219(6): 2909-2916 (2012)
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