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Journal Articles The Journal of Risk Year : 2005

Basket default swaps, CDOs and factor copulas

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hal-03679517 , version 1 (26-05-2022)

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Jean-Paul Laurent, Jon Gregory. Basket default swaps, CDOs and factor copulas. The Journal of Risk, 2005, 7 (4), pp.1-20. ⟨10.21314/JOR.2005.115⟩. ⟨hal-03679517⟩

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