On the diversity score: a copula approach

Article Properties
  • Language
    English
  • Publication Date
    2016/12/21
  • Journal
  • Indian UGC (journal)
  • Refrences
    22
  • Abdallah Ben Saïda ThEMA, University of Cergy-Pontoise, Cergy-Pontoise, France
  • Jean-luc Prigent ThEMA, University of Cergy-Pontoise, Cergy-Pontoise, FranceLabex MME-DII, University of Cergy-Pontoise, Cergy-Pontoise, France
Refrences
Title Journal Journal Categories Citations Publication Date
10.1201/b17116 2014
10.1201/b17116 2010
An introduction to copulas 2006
Credit derivatives pricing models 2003
On default correlation: a copula function approach 2000