Journal Articles
The Journal of Risk
Year : 2005
Jean-Paul LAURENT : Connect in order to contact the contributor
https://paris1.hal.science/hal-03679517
Submitted on : Thursday, May 26, 2022-5:11:27 PM
Last modification on : Friday, May 27, 2022-3:02:27 AM
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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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