Please use this identifier to cite or link to this item: http://hdl.handle.net/2440/46701
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Type: Journal article
Title: Using distortions of copulas to price synthetic CDOs
Author: Crane, G.
Van Der Hoek, J.
Citation: Insurance Mathematics & Economics, 2008; 42(3):903-908
Publisher: Elsevier Science BV
Issue Date: 2008
ISSN: 0167-6687
Statement of
Responsibility: 
Glenis Crane and John van der Hoek
Description: Copyright © 2007 Elsevier B.V. All rights reserved.
RMID: 0020081110
DOI: 10.1016/j.insmatheco.2007.10.007
Description (link): http://www.elsevier.com/wps/find/journaldescription.cws_home/505554/description#description
Appears in Collections:Mathematical Sciences publications

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