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Title

Credit migration and basket derivatives pricing with copulas

Authors
Dupuis, Debbie
Jacquier, Eric
Papageorgiou, Nicolas
Rémillard, Bruno
Published in Journal of Computational Finance. 2006, vol. 10, no. 1, p. 43-68
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BERRADA, Tony Nicolas et al. Credit migration and basket derivatives pricing with copulas. In: Journal of Computational Finance, 2006, vol. 10, n° 1, p. 43-68. https://archive-ouverte.unige.ch/unige:45673

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Deposited on : 2015-01-21

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