A Modification to the Copula Approach for Pricing Correlation-Dependent Credit Derivatives

Lee, Chih-WeiChih-WeiLeeKuo, Cheng-KunCheng-KunKuo2010-11-022018-06-292010-11-022018-06-292006http://ntur.lib.ntu.edu.tw//handle/246246/219799en-US[SDGs]SDG8A Modification to the Copula Approach for Pricing Correlation-Dependent Credit Derivativesconference paper10.2991/jcis.2006.27https://www.scopus.com/inward/record.uri?eid=2-s2.0-33847721386&doi=10.2991%2fjcis.2006.27&partnerID=40&md5=3453276a64b502d75c835eefa7e91631