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Efficient algorithms for basket default swap pricing with multivariate Archimedean copulas

MARC record
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001  MAP20110012472
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005  20110309130459.0
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040  ‎$a‎MAP‎$b‎spa‎$d‎MAP
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100  ‎$0‎MAPA20110005535‎$a‎Choe, G.H.
24500‎$a‎Efficient algorithms for basket default swap pricing with multivariate Archimedean copulas‎$c‎G.H. Choe, H.J. Jang
7730 ‎$w‎MAP20077100574‎$t‎Insurance : mathematics and economics‎$d‎Oxford : Elsevier, 1990-‎$x‎0167-6687‎$g‎01/02/2011 Tomo 48 Número 2 - 2011
856  ‎$y‎MÁS INFORMACIÓN‎$u‎mailto:centrodocumentacion@fundacionmapfre.org?subject=Consulta%20de%20una%20publicaci%C3%B3n%20&body=Necesito%20m%C3%A1s%20informaci%C3%B3n%20sobre%20este%20documento%3A%20%0A%0A%5Banote%20aqu%C3%AD%20el%20titulo%20completo%20del%20documento%20del%20que%20desea%20informaci%C3%B3n%20y%20nos%20pondremos%20en%20contacto%20con%20usted%5D%20%0A%0AGracias%20%0A