| Pricing BDS based on distorted Copulas functions | |
| Chen, Zhengsheng; Qin, Xuezhi | |
| 2008 | |
| 会议名称 | International Conference on MultiMedia and Information Technology |
| 会议日期 | 2008-12-30 |
| 会议地点 | Three Gorges, PEOPLES R CHINA |
| 关键词 | Distortion functions Distorted Copulas functions Basket credit default swaps Monte Carlo simulation |
| 页码 | 771-774 |
| 会议录 | International Conference on MultiMedia and Information Technology
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| URL标识 | 查看原文 |
| 内容类型 | 会议论文 |
| URI标识 | http://www.corc.org.cn/handle/1471x/5609034 |
| 专题 | 大连理工大学 |
| 作者单位 | Dalian Univ Technol, Sch Management, Dalian 116024, Peoples R China. |
| 推荐引用方式 GB/T 7714 | Chen, Zhengsheng,Qin, Xuezhi. Pricing BDS based on distorted Copulas functions[C]. 见:International Conference on MultiMedia and Information Technology. Three Gorges, PEOPLES R CHINA. 2008-12-30. |
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