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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
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
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Appears in Collections:Mathematical Sciences publications

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