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N°16-59: Dependent Defaults and Losses with Factor Copula Models, D. Ackerer and T. Vatter, 2016.

N°16-59: Dependent Defaults and Losses with Factor Copula Models, D. Ackerer and T. Vatter, 2016.

AutorD. Ackerer and T. Vatter
Datum6. Okt. 2016
KategorieWorking Papers
Linkhttps://papers.ssrn.com/sol3/papers.cfm?abstract_id=2853284

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