Article Title
DOI
10.31390/cosa.5.2.09
Recommended Citation
Meng, Chao and Sengupta, Ambar N
(2011)
"CDO tranche sensitivities in the Gaussian copula model,"
Communications on Stochastic Analysis: Vol. 5:
No.
2, Article 9.
DOI: 10.31390/cosa.5.2.09
Available at:
https://digitalcommons.lsu.edu/cosa/vol5/iss2/9